Another note :
After some research on the forum, I stumbled on this thread : (SOLVED) Online Multiplayer Smooth Camera Bug
Where the behavior Smooth Camera seems to be causing some difficulties…
So maybe my problem has nothing to do with the Creation of the characters!
So, I’ll try managing the camera manually, without the behavior to see what happens!
(I deleted the next post by accident so I put it back here) :
EDIT : Yeah, removing the behavior for Smooth Camera and managing of the camera with a lerpas suggested by @MrMen is that thread above made the trick! So, for now (and I hope forever), the creation of the characters can be made after joining a lobby! We’ll see what other troubles that brings me 
Thanks for reading guys!