According to the documentation, the Player Start object only defines the start position. If no Player Start exists, the player character will always spawn at (0, 0, 0).
Which actor gets spawned is controlled by the game mode. You’ll need to change the Default Pawn to your own Blueprint if you want that to be the auto-spawned character. If you’re using a custom Player Controller or HUD, you can also set this here.
You could also start your project with the First Person template. That might be closer to what you need than a blank project or at least give you a leg up when starting out.