That's the great thing about CoH, there really is no need to transfer characters when you can easily just make a new character.
When it comes to 'the one', that can be tough. It really depends on your preferred play style, do you like wading into mobs and smashing OR perhaps nuking them from orbit OR maybe you want to lock them down so you can pick them off one at a time or so your team mates can decimate them? Knowing what you want to achieve helps to winnow down the often daunting task of picking your AT (archetype ie. class) and powersets.
Myself, I usually prefer crowd control (CC) with a heaping of enemy debuff/team buffage. Though I also love my MA/Nin Stalker (Martial Arts/Ninjitsu).
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