From what I noticed when creating a second character, you’ll start off where you left your first character. Say if you left off in a high level location and you make and new character, your new guy will start there which would be rather dangerous. Also, you wouldn’t start fresh. You’ll be left off with whatever missions your previous character was doing. If your making a new character, it should start you from the very beginning.
When a random or friend joins your game, they shouldn’t get to start up a new mission. Because if they complete it without ya, it basically just ruins the experience for the host.