Okay let get this started.
I have found the easiest way to do this is to start by making a new character then navigate to this location.
** warning you will have to manually put you abilities on your bar as it will also copy all abilities that you had setup**
C:\Users\yourname\Documents\My Games\FINAL FANTASY XIV - A Realm Reborn
replacing yourname with what ever your user account is called on windows now I can only say this location for windows 7 but I assume other windows versions are similar.
In the image you can see the file location at the top and 5 folders that I have circled.
Each folder contains character data but as you can see there is no easy way to tell which character is which but there is a way to find out.
There is two ways in which you can do this I will explain the easy way first although this way takes a little longer depending on how many folders you have there ^^.