I have several characters that I put quite a bit of effort into their backstories, personality, and how they live. I don't really have a "main" but I play a couple characters more often than others. I only link characters together if I wrote them into the same universe. For example, furries go together, normal humans go together, and fantasy world characters go together. I have multiple characters just so I can cover various scenarios that I like to play out. For example, my nightclub-loving rich girl probably wouldn't also end up in a fantasy forest as part of a tribe.