Want to know how to change characters in Gotham Knights? At the beginning of the game, you'll get the choice to take on the role of one of four superhero game.
To change characters in Gotham Knights, you must return to the Belfry and interact with one of the four costumes in the corner of the room, just behind the evidence board. Note that you will need to make weapons and armour for each character individually, but crafting resources are shared between characters, and all of their levels will scale with your currently active fighter. You will also need to spend AP on each character's best abilities.
When can you change Gotham Knights characters?
After choosing your first character, you lock in your choice until a certain part of the story. You need to return to the Belfry after getting the biodecryption key from Langstrom's body to unlock the ability to switch characters.
You will need to invest some time making some new Gotham Knights timed strikes to maximise either Red Hood or Batgirl's melee-combat effectiveness.