The advantage to making a custom character in the beginning is that you can define your starting skills, talents, stats and tags if you so wish.
Unfortunately this is not true for the origin characters that you pick up on the island, as while you can pick a general role for them, their initial attributes, spells, et cetera are predetermined. This may be purposeful to avoid people min/maxing character combos for a few levels. I am told that you may respect your characters at the beginning of Act 2, so I would assume that's when the difficulty starts to spike.