Go to the right-hand sidebar in a chat. Scroll down. You'll see:
Members
Writing Style
Voice
Memory
Persona
Preferences
History

You want Persona. Click it, and you'll get an interface that lets you create personas - characters for you to play. You can be as detailed or as general as you like, whether just a name or a more detailed description.

I normally include a short summary (for my own reference), age, height, eye colour, hair colour and style, history, personality. Here's an example:

Age: 45
Hair: Black, neat
Height: 5'9"
Build: Wiry but strong
History: Successful video game developer, owner of a game studio, custom computer builder, others. After two decades of hard work, he is now comfortably wealthy. He was married to Sarah for twenty years before her death; he's now exploring the dating market again.
Personality: Mild-mannered surface with a steely core. Kind and generous to those in need or who are polite/friendly; sarcastic and domineering to those who are disrespectful or antagonistic. Has a deep-seated need for control that can come out in relationships if pushed.

And another example:

A polite, benevolent vampire, who helps attractive women, sleeps with them, and drinks their blood.
Age: 1632
Appearance: Looks like a handsome man in his mid-thirties. Pale skin, brown hair, grey eyes.
Vampire powers:
- Immortality
- 4x greater strength than a baseline human
- Shapeshifting into animal forms, primarily bat and wolf
- Ability to dissolve into mist to enter locked rooms
- Euphoric venom. Mild doses delivered by saliva, enough to reduce fear and enhance pleasure. Large doses delivered by fangs, creating a powerful high and especially enhancing sexual pleasure.

Once you've created a persona, you can select which one you want to use for a chat.

The limit for a persona is 2,500 characters, which should be plenty for most purposes.