To create a new Player, you need :
For testing purpose, when you launch the game in PIE without having selected any character class, you will get a default character. This one is setup in the MetaGlobalData.
Note : When the game begins, the first Pawn to be spawned is the TransitionPawn. This one is used only as a temporary pawn. It will check what is the real Pawn to create, will create it and possess it.