While not suggested, you may have two characters at a time. ONLY TWO. They lead separate lives, and should never interact with each other. If you want a new one, you need to kill one of them off. You may only be involved in one mission, one event, and one showdown at the same time. (By the nature of them, this means only one of your character can participate.)Your character can only carry a realistic amount. (That means you don't have three rifles, a sledgehammer, a flamer, four sets of spare armor, food enough for weeks, and two missile launchers at the same time.)
That is all.