Instructions
Begin playing story mode of "LEGO Harry Potter." The characters that you may switch to will depend on what part of the story you are currently playing.
Press "Triangle" to cycle through the playable story mode characters, who will be following you around during the stage. Each character will have a set of abilities that may, or may not, be useful to the complete of the story mode section.
Play through the story mode section to enter the free play mode, where you can run through the level in order to search for secret items or character tokens.
In free play mode, Press "R1" or "L1" to cycle through all available characters you have. Select the character you wish to change to and press "X" to accept, at which point you will swap to the new character.
Collect more character tokens, either buying them at the shop or by finding the ones scattered through out the "LEGO Harry Potter" world, to have more characters available during free play mode.