I started out jumping on a lot of different characters as well.
My advice is either A: Pick the character you like the most (In your case, just keep working on V Sion)
or B: Try out the stories of certain characters or find information on them and play them accordingly.
Even though Kohaku is slow, I love her character, so I play her. I could play Ciel, but I don't like her after I played the Tsukihime Visual Novel. Go with what you want.
In my case, Aoko was just the right choice. So lovely mysterious~
~Chun