If you want to change character on windows go to "C:\Program Files\Steam\userdata\(8-Digit Number)\(6-Digit runid)\remote" and if you have an open slot, change survival_(your slot number) to survival_(open slot number) and then create a world on that slot. It will have your world there with the new settings that you chose(new character, less rain, etc). UPDATE: This doesn't work actually! It only worked once for me by chance.