Character Tilesets
So you've made some new characters, but the preset character tilesets aren't what you want your character to look like. This tutorial will show you how to edit the preset tilesets or make your own new ones.
Export a Tileset
The first thing you need to do is export one of the preset tilesets as a reference. First, open the Materials window from the toolbar at the top. Find the folder Graphics/Characters and click on it, then make sure one of the character sets is highlighted. I'm just using the first one, Fighter01. Then click Export.

Save it somewhere where you can find it. Now open up your image editing program (GIMP, Photoshop, Paint Shop Pro, etc..) and open the file.
Basic Setup
Before we do anything to the tileset, let's understand how it works. The image can be any size, but is split up into 16 frames, 4 across and 4 down. The top row creates the animation of walking down. The second row is for walking left, the third row is for walking right, and the fifth row is for walking up. If you ever change the size of your tileset, make sure your images are split up into equal frames. In this case, the image is 128 pixels wide and 192 pixels tall, so each frame will be 32 x 48. Try adding a grid with your program to help you know where the divisions are.

Editing the Tileset
First, let's try just editing the existing tileset. I'm going to change the character's hair from orange to blue. First, increase the colors to 16million so you'll have plenty of options.

An easy way to just change the color of something is to make a new layer with the blend mode set to Hue and then color over the part you want to change. Since his hair doesn't move through each row (except for the bottom), I can just copy the first part three more times.

Once you're done with everything you want to change, make sure to save it as a .png file somewhere where you'll be able to find it. Also, make sure to name it something different so you don't get it mixed up with your preset tileset. I'm just adding "b" to the end of mine.

Now you can import the tileset back into RPG Maker. Go back to the Materials window, and the Graphics/Characters folder and choose Import. Find and open the file you just saved. The transparent color is the background color, so left click on the white background and click OK.

Now you can go back to the Database and apply your new character tileset!

You can use this method to edit character sprites and enemy sprites. If you want to make your own original character from scratch, follow the same steps, but draw your own character in the spaces. To get started, try this basic tutorial on making a character sprite.