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Yes, you need to buy a Mag Ticket from the AC shop, then use it and the new Mag will show up in your Mag list.

So just a couple of things when deleting a character:
1. The confirm option will be greyed out initially, but it will be active when you hold LB+RB; this is to prevent accidental deletions.
2. It...

Not sure what is going on with you, but I just logged in and created a second character on Ship 01 without having to pay AC.
My only guess is that you have 3 total characters across all the Ships...

Oh, also, you get 3 free character slots, so you don't need to buy a second character, only a 4th+.