Hi, apologies for the delayed response.
So when you create a tile-set, each cell of each tile would ideally be blank to give you a nice blank set to work with, but that is only possible if a blank character is available to use to fill the new tiles.
So rather than trying to find an existing blank character (which may not always be desirable), the program just fills the new tiles with character 0, but if we find that character zero is not blank then we offer to insert one for you.
If you say yes then all of the existing characters will be pushed forward by one to make room for the new blank character (as you have discovered), but if you say no then you will not get blank tiles, they will all be filled with whatever is visible in character 0.
So the choice is really up to you, generally speaking it is a good idea to keep character zero blank when using tiles as whenever you create a new tile it will be filled with that character.
Following the linked tutorial video, you/he could just clear the @ sign (CTRL+DEL) to make that a blank character.
Personally, when I make a tile-set I use the pen tools to draw directly into the tiles and not worry about what is happening in the character set, if I need a character font then I would add that in at the very end when I was happy with the tile-set and the map, by ie. copying/pasting from an existing project which contains only the font that I need.
The way Baardbi is doing it in the tutorial is really quite "old-school", ie. using a very "char-centric" approach, this is definitely worth learning but CharPad has special powers that allow you to pixel your tiles directly and not worry about individual chars.
I hope that helps ;)