How do you change character?

[Gharvar]

As the title say, I cannot figure out how to change my character. I just wanted to try the other ones.

[snapzISback!]

You need to advance in the campaign then u can swap character in the town you see a red/green/blue dot.

[Lustre]

As snapzISback said, there's two missions you get in the story where you play as the two other classes and when you complete each of them you unlock the classes in the town. You only need to go speak to them to swap the class after they are unlocked.