[Olorin]

As to installing mods--things like the fixpack and perhaps Unfinished Business are probably good ideas, but you may want to save some of the larger mods for later, once you've played the standard game once or twice.

As to using a character from a multiplayer session in singleplayer:

You can copy your character file as Lord said, and start a new game with that character, but you won't keep any of the items/equipment, just your experience points.

An alternative is to start a multiplayer session, choose only the character you want, and start from there. You could continue a game from a multiplayer session with just your character, or you could import the character file into a new game. If you also want to keep the equipment, just import the character into a game that has already been started, and the equipment won't all be gone.

Once you save your game in multiplayer, you can then copy that saved game directory from your mpsave to your save directory, and play it in single player mode (this trick also allows you to start a game with more than one self-created character).