For that you need to either place character in level or spawn it from blueprint, that is if you want it spawn at some exact location you pick.
All this should be set in few blueprints that should manage such stuff like spawning, respawn death, level loading etc. :
- game mode, this holds all references to other blueprints that define game behavior, you set all other things in it.
- game pawn, its your character, set game mode to point to it.
- hud, is obsolete unless you use old render to canvas way for hud
- player controller, this should handle all input from player, and umg hud, not needed if your game has only one kind of pawn for player
- player state, good place to keep player score, and other stats that are not directly connected to pawn
- game state, this is really nice for multiplayer, as it exist on server, and every client can easily acces it without much worry if it exists or not.
So create game mode, create blueprints that you need (controller and pawn), set fields in game mode blueprint. Then in project settings >> maps and modes set default game mode to your game mode bp.
At this point player should spawn, just like in examples.
Neext if you want to specify player spawn location you must add player start, or make some graph in game state that spawn players, your choice. Player Start is just marker that is used to pick locations for player when game starts.