It's a bit confusing if you have characters on different servers, but you have to actually select the correct server first and then it will show you all of the characters you have there. I'm not sure how it is on first start up, particularly since they added data centers, but it defaults to one character (probably the most recent one used, but maybe something else). Like Forte said, just check that the server (top right corner I believe) is the right one. No idea why SE doesn't just populate the character select screen with all of your characters, but I'm sure they have some reason.