The character select screen is a screen that allows you to (what else?) select a character. It is a narrative framing device that gives the reader a small influence on the order in which he or she will progress through the story. It was introduced in Act 6.
If a character cannot be selected, they will be grayed out, this being the "universally understood UI convention for nonclickability."
If a character is meant to be selectable, but the pages aren't done yet, an informative (and, in Ms. Paint's case, apologetic) message will be shown. The first, second, third, and fifth time this message featured Andrew Hussie and the fourth time it featured Ms. Paint.