Yes, I’ve done it in the demo. Started with the Cleric and then made my way down to the Scholar’s starting city. When you meet you can just add him to the party, or play through his origin from the beginning. All the starting character cities are marked in green on the world map so no matter where you start you can go through and collect everybody and play their stories. Each character has their own specific goal in mind when they set off for adventure, and in the first three hours with the demo I didn’t encounter a distinct “main” storyline. Presumably that will emerge deeper in the game as the different character threads start to intersect.