At the very start of the game, you have the option to customize your character through the avatar creation interface. However, in Dauntless your character's appearance can be changed at any time!
If you wish to modify certain traits of your character during your progress, you will be able to do so. To change your character's appearance just go to the mirror next to Gregory Flynt (the character who takes care of the hunting pass).
Hold E (default key) to change your character.
Appearance change has no limits, giving you the ability to start over, including changing your character's gender.
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