You basically have two types of saves. Universe and Player.
Universe saves cover any and all planets you visit, even if you werent on the planet for more than a few seconds. Anything you do on a planet is saved into the Universe saves. So if you dig a hole, or if you die and drop your items, as long as you return to where you died, they will still be there, doesnt matter how many times you die, your items will stay there until you pick them up.
Player saves cover your character, anything your character is carrying, plus your ship, anything your ship is carrying, and any NPCs on your ship who act as crew members.
Every time you start a new character, that character starts on another random world somewhere in the Universe. The thing is, everything you've done in the Universe till that point where you started a 2nd/3rd/whatever character, still exists, and still has the changes you caused. Your changes to the Universe arent disappearing/being reset with each new character, you're just starting off in some other random corner of the Universe.
For example, your first characters starts on some random planet at coordinates 001,001. Your 2nd character? He's not gonna start at 001,001. He'll start somewhere at 398,427. However, if you manage to get enough resources, you can warp your 2nd character's ship to 001,001.
You CAN have a world where you can just store everything for all your characters. You just need to write down the coordinates to that planet. Bookmarking isnt going to work because bookmarks are part of the ship, and that's part of the Player save, and that's different for each character.