I've started a few characters, but now I just use the same one. I don't bring anything. Usually that's kind of forced, since I just died on my last world! :-)

I started doing that, thinking it would help advance the character skills, but they pretty much stay the same, since I eventually die and that rolls them back again.

I'm sure it does make things easier (at least) at first, since the character skills are higher, I don't think it's too much of an impact, although I may start a new character soon to see if I can really tell the difference.