Picking a character can be very hard. You need to like how the character looks, the style, the difficulty of inputs, the quantity of JFs (I'd love to use Setsuka, but can't get all the timings right for her) and so on.
I guess I was lucky that the first time I played Soul Edge (Blade? Can't remember how the PSX version was called) I picked a character that ressembled Eowyn (Lord of the Rings) and decided to go with her...till now.
I also picked Cervantes, because he was Spanish and all that. I loved their style, looks and so on, so till now, I've been using both.
Sometimes I added other mains (Talim in SC2, in example) but I always go back to these two, Sophitia and Cervantes.
Now I really wanted to learn with Hilde and I've spent many hours with her in offline matches, training, online ranked matches and player matches, but I just can't get the "thingy". I enjoy using Sophitia and Cervantes, while charges are a bit of an annoyance. Plus, when I play online, as Hilde, I got troubles punishing bad Kiliks/Siegfrieds/Cervantes, while with Sophitia or Cervantes the match will be 3-0 in barely one minute. When I play against my RL friends, they have no "fear" of Hilde and that allows them to win just too much. Once I'm using Sophitia and Cervantes, they know that sidestepping won't be avoiding the biggest threat, because there are many, and a very solid mixup game all around.
In any kind of game, I change often, but I always go back to my first pick. Like King and Armor King at Tekken (although I've used Nina for a long time too).