I know this question may be a bit redundant, but knowing some old games have the tendency to mix things up depending on the character chosen, is there a specific order to play? Or is it mostly a cosmetic thing?

thanks :)

ahh right thank you very much :D I can sit down and have a proper crack at it now :)

Concerning other games in the series...
Alone in the Dark: The New Nightmare has two protagonists. Carnby is more combat-oriented, while Aline deals with more puzzles.