Start with one character. You will miss out on NPC interaction and a lot of side quests if you crate a six PC party.
Even after completing the game a couple of times with only one created character and deciding to create a multi-player party, I only created 3 PC's. That way I was still able to add 1 or 2 NPC's as needed.
I personally don't think it would be much fun to play with a six PC party.
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