Final Fantasy Type-0 HD offers the choice of many different playable characters, 14 in total! You can only bring a total of three different characters with you in battle, so you will have to make some choices. During missions and battles, you can switch between characters normally, as well as if the leader (the player-controlled character) is KO'ed or even at save points.
Each character has their own set of weapons, which they specialize in, as well as their own abilities that they can purchase with AP upon leveling up. All of the characters play differently and will require strategy and tactics that might not work across the board. For example, Queen is a quick and powerful melee character, as well as great support, while Cinque is slow, but very powerful.