It will only delete your save file if you save over it. Your save file should be located in a folder in AppData under Users, but if you just go to the character creation screen you won't need to back up the data as nothing is saved on that screen.
Viewing post in Tower of the Immortals jam comments
Oh, is it called Battle_Tower_Royale_3_17_2024? No wonder I couldn't find it. Incidentally, multiple save slots would also be good to have.
I see what you mean now. Yes, this is very confusing. I thought I was choosing a starting feat there, not just reviewing them, but what makes it more confusing is that if you select +1 regeneration for the racial bonus, this DOES start you with one rank in the Regeneration feat, whereas choosing +1 attack or +10 health does not translate to a feat. This is why I misremembered and thought I had chosen it as a feat.