Well, you don't have to delete your main character to make an alternate character, though it is unfortunate that you made your main a skip-the-fun because that means missing out on using the marketplace, heirlooms, and you can only have one skip-the-fun character at a time.
If you are really set on using skip-the-fun, I'd recommend making your main level up the regular way and using skip-the-fun on an alternate character. Deleting your main and making a new one, with or without skip-the-fun, will mean losing all your gold, gear, and strategus stuff, I believe. Anyhow, to delete make sure you have the right character selected in the top-left drop down at c-rpg.net, then click the Settings tab in the top middle. On that page will be an option to kill your character using your password.
