Is your entire party stuck or just one character? If you have party members not in the house make sure they're linked and travel upstairs of the mayor house or inn.
On the left side you should see the character pictures. If there is a chain between then then they are linked. All you must do is go upstairs (or downstairs) in any building that has an upstairs (downstairs) and your party will magically come together.
I don't think they are link I just started playing and I was a warrior and then I have this girl player that I guess is part of my team and the house doesn't have a up stairs it looks like just one level
If the character that you are not controlling follows you, then they are linked together (which is the default configuration). You can click on a portrait and drag it a bit to the right to unlink it, and drag it near another portrait to link it.
