What happens when you unlock a new character/level up?

[IAN]

I have been playing this game in short bursts and in adventure mode, do you still get XP when you survived days in sandbox, where you are able to set player advantages for yourself?

And what are the unlocks when you level? And what do walls do? I've seen many screenshots without walls.

[Dancing]

Another new survivalist here, never made it past day 13 so far, the game punishes you randomly sometimes.

Walls? Not sure? I think it's to keep mobs out but for the most part they just go around them.
You unlock new characters and each one gives you an advantage over a mechanic in the game.

So far I've unlocked the firestarter and medium chicks, which allows me to survive at night without a fire (I don't know if it's one hundred percent protective but it's defiently helped me survive) and have a ghost familiar (her sister).

I mostly play on Sandbox with default settings, I enjoy the game but I don't like how it punishes you for not camping, if you stay put and build farms you will survive.

[IAN]

My main issue is food, my character seems to be always hungry and it takes about 5 cooked meat to fill half the circle only.

[Tony Soyprano]

Here is a list of characters. http://dont-starve-game.wikia.com/wiki/Characters