I gave up in the character creation room

It took me far too long to create my character without cosmetics I hadn’t paid for, only to have the entire avatar disappear with no clear way to get it back. I still don’t know what half the buttons, levers and pedestals even do. I heard a bunch of friends from another game talking about how great this one is, but probably going to uninstall until they let me know this was all dealt with so I can just get in the game and see if I even enjoy it.

you can save your character you created by turning the knob to your left on the big black machine with a pipe on it. grab the little guy that pops out and place him on the stand to your right. i messed this up first time i played this game too, and it sucks how little the game tells new players what to do and how things work. looking up youtube tutorials or asking other people how things work is essentially necessary for all players. the game itself is really fun when you understand the systems, i do hope you try it again. just dont do the climbing tower. ever.

Firstly, the game is still pre alpha, very early stage. Be expecting some unpolishing here and there.
Then for your case, if you are first time playing only want to see what the game is about without caring how your character looks (not to mention you can always go back to the room to change it in the future if you found yourself liking the game.) There is random character all you need to do is enter the world and play tutorial to have fun trying out some basic in game mechanics before you officially go into the game.
Another thing is, there is a character customization area in starting room, where you can change your game settings and select servers, and there is a character customization area every time you enter a new server you have not played, make sure which one you were in. Finishing the cosmetic in starting room can let you save character looks as pre sets as @bob_stuntsville said above, but with out selecting a server, it leads you to no where.
As a beginner, the only server you are allowed to join is the tutorial server, you will be able to see other available servers after you completed all the tasks in tutorial.
After you selected a server, when you are inside of the in server customization area (not the starting room one.) You can enter the server world by walk to and stand on the teleporter behind you, when a glowy blue bar on it is filled up, you will be teleported to the spawn spot of the world.