Unlike some other RPGs, Dragon Quest IV does not feature traditional character creation at the start. Instead, you play through five distinct chapters, each focusing on a different 'Chosen' hero or group of heroes. In Chapter 5, all these heroes unite, and you gain control over a full party. Your main character, the Hero, is customizable only in their name and gender at the very beginning of Chapter 5. This choice has minor cosmetic differences and affects a few dialogue lines, but does not impact stats or abilities.
Party management becomes crucial in Chapter 5. You can have up to four active members in your battle party, with others waiting in the wagon. The wagon is accessible on the world map and in certain towns. To swap party members, simply select 'Form Party' from the main menu. Consider the strengths and weaknesses of each character when forming your party. For instance, Alena is a powerful physical attacker, Borya is a strong offensive mage, and Kiryl is an excellent healer. Experiment with different combinations to find what works best for your playstyle and the challenges ahead. Remember that characters in the wagon still gain experience, albeit at a reduced rate, so everyone stays somewhat relevant.