I think I know what you mean, but let me rephrase it first, just to make sure.
Your autosaves of one character overwrite those you already had from a different character.
If that's what it's about, I'm afraid I can help you.
There are only a limited amount of autofiles available for the game to create - if these are full, it automatically starts to overwrite the already existing ones, starting with the oldest until all are replaced and so on and so on and so on...
I don't think there's anything you can do about that. From my poor knowledge that's all written in the game mechanics - nothing you can change.
I've had to find that out the hard way, too - it's the same with the quicksaves.
Pretty much annoyed me to the point of no return when I found out that my savegames were all lost and I had to start with my old character from scrap.
The best thing to avoid this issue is saving on a regular basis - and, while you're at it, naming the saved games so you can guess where you saved before having to load it.
I hope I could help you.
P.S.: Oh, and you can play as many characters as you like at one time - just remember to name your savegames, for example with the character's clan and name, and there you go! (Autosaves are probably not the best idea if you want to play more than one character at once - especially not if you want to go back to that character after you have played some time with another.
"... And the lord set a mark upon Caine lest any finding him should kill him and the mark was ..."