I have found the solution for the problem. It’s related to character possession like what @56legion has mentioned.
Here is the solution for anyone who might face the same issue:
1- Open your character third person blueprint.
2- In details panel search for “Input” section and set Auto Receive Input to “Player 0”.
3- In same details panel search for “Pawn” section and set “Auto Possess Player” to “Player 0” as well.
4- Do the previous steps with all your characters blueprints that you spawn in the levels (Open details panel and make the changes).
In case if the details panel is not exist, you can open it from “Window” menu.
More details about the source of this solution is here by Krxtopher
Thank you all.