The main premise behind Mortal Shell is that you are a soul that inhabits the body of a fallen warrior. Each of the shells in the game has differing stats in durability, stamina, and resolve, meaning that you can play the game closer to how you want to.
It also means that certain situations call for a particular playstyle. You can learn to play through the entire game as the rogue character Tiel, who has incredible stamina, but you will go down within three strikes from some of the more powerful monsters, whereas Eredrím can take more hits but will require more patience as his stamina is reduced.
Unfortunately, changing shells is not quite as simple as going to the menu and picking the one that you want. In order to change shells, you have two options available to you.
If you want to change shells away from a dungeon, you can do so from Fallgrim Tower where each of your unlocked and currently unused shells will be laying in rest. Simply go up to the shell that you want to take control of and press the button prompt.
When it comes to adventuring, there is still an option to be able to change shells, but you will require specific items to do so. Throughout the game, you will find effigies of the four shells that upon use, will allow you to instantly occupy the shell that you want, similar to the items that will allow you to change weapons at will.
However, unlike the item to change your current equipment that allows unlimited uses, the effigies are consumables and even after reaching familiarity, you will only be able to change shell if you have the effigy of the shell that you want to take control of. If not, you will need to change shell while you are at Fallgrim Tower.