You can have 10 different Vault Hunters I believe. When you get tot he main menu you can choose to pick a different character.
If you mean you don't like where you put the skill points. Go to the place where you change your skins in sactuary. ( Should look like a hologram of a person whom's head and body move back and forth. )
Go to the bottom of this and chose to Respec ( Return all of your skills points ) Should cost roughly 1000 dollars.