Hello devel! I didn't have any other feedback on this problem. But I find two ways to solve this problem.

1. The clean way:After creating your your new game mode double click on it to open it in the editor, set the desired default pawn class and hit compile and save (then change your game mode in the world seeting). But their is still a problem with this method, when your character spawn it will always face the opposite direction of the Player start caspusle (the blue arrow).

2. The quick and (maybe) dirty way:Put your character in your level (where you want it to spawn). In the detail panel search for 'Auto Possess Player' and set it to 'Player 0' (or any other player who will be controlling this pawn).