if you jump in at mission 5 you have 1000gp.Which is what you need to level up (to level 2) so you'll probably want to do that. I don't see why you wouldn't want to keep the same hero you've been playing all along. That's kinda a big part of the whole "RPG" experience. However, I would recommend you "game-the-game" and make sure you dump all your unspent gold and unused items on another hero to give to the "new guy" so that they can have a little extra to start with.
P.S. Page 14, under Town Actions
3. Trade Treasure Cards and/or GP.
You can barter with other players, exchanging Item Treasure cards for other Treasure cards or GP (gold pieces). Alternatively, you may give another player an Item Treasure card or gold pieces without receiving anything in return. You can only trade items and GP with Heroes that are participating in the adventure. For example, if no one has played the Fighter for 2 adventures, you can’t “borrow” the Fighter’s 400 GP. Even if you’re playing the Rogue.