From what I've read of you, Knuckles, your group always plays the same characters, no exceptions. Some of the characters have things you have to keep in mind, but for the most part, they can play pretty similarly. If I'm not mistaken, you always play Joe. So pick up someone like Bob to start, and see what he can do.
Really, you can execute most of the same strategies with any character. Some are more likely to cast spells, and most can't move as fast as Joe, but you will find they each have their strong points. Except one character, and who that character is will be different with each player. There will always be an exception.
If you want to go random, then start by dealing 2 or 3 out to each person, and having them pick between them. That's a relatively safe way to go about doing it. As for winning, the best way to learn how is to jump in.