Hi, there are actually a couple pages about running the First Day that I forgot to put back in. Thank you for bringing this to my attention, I will add them to the document in the next hotfix!
In general, if players are running multiple characters, they do bring all of them into combat and control all of them. Level ones can only make weapon attacks and take default actions, so it gives everyone a chance to practice using the fundamentals of the game before the other layers of complexity kick in.