Players can switch between Heroes at will, but there’s about a five second cooldown on switching. If one character isn’t being used and is low on health, and you bring out another character, the other character will regen when the new character grabs health regen items or replenishes their mana. This brings strategy into play, because you can begin fighting a boss with Blitz, take a ton of damage, and then switch to Sage to deal damage with his pets and heal, which will also heal Blitz who’s in the stable.
As you defeat enemies, they will sometimes drop items you can later use to customize your hero and make it more powerful. Levels themselves also reward items, and the more levels you play in a row without customizing the better the items you’ll receive. Let’s say you play level one and then want to customize, whereas I want to play levels one through four without upgrading or customizing, I’m doing something more difficult than you and the game rewards me for that effort.