You likely are instantiating your character in a script's awake or start function. The object this script is attached to is being destroyed and reloaded when you load the second scene, triggering the awake & start again. You have a lot of options for how to fix this problem. Either don't have the object that instantiates the character be loaded on every scene or check for an existing character before you instantiate, and don't instantiate it the second time.

I'd check with a script to see before the scene has loaded whether there is already a character there, and if so, delete it, and if not, just carry on- so this way you'll only have one.