I used something and I thought it was to create a new one not to actually change the one I was using

If you used a Class Change Scroll, then you can buy one in the Shop > Convenience and Miscellaneous > Class Change > Class Change Ticket (2500 Black Pearls).

 

Anyway, you will need to create 5 characters for your main team in addition to your main character to do all the game content requiring 6 characters and also create all the characters available in the lobby to increase your family points (No need to raise them higher than level 70 / 75).