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I haven't played Heroes for a while, but I'll try to answer based on what I remember.
In skirmish mode against the computer, you can choose any hero (within the limits of the race), but first, you need to create that hero. This is done in some menu, one of the buttons (in the dynasty menu, I think), located in the lower left corner. After creating the hero, their portrait will be added to the list of heroes that can be selected in the same place where you choose the map, race, color, etc.
In the Campaigns, the hero is predetermined, and whether you can change them, I can't say, as I haven't tried.
It is no longer possible to make a secondary hero the main hero during the game. I am generally annoyed by the very division into main/secondary heroes, as it adds problems and limitations.
And a secondary hero does not improve either blood or tears – this is a privilege only for the main hero.
Regarding deleting heroes, I didn't quite understand. But I think it's not possible.
You cannot re-spec a Mage into Strength, or vice versa. Accordingly, you cannot wear items of a different class.