The Thorn Knight is not a standard additional character, such as the 4 basic ones (Gambler, Specialist, Tough Guy, Free Spirit) or fifth with the 5-player expansion(Reaper).
The Thorn Knight is an alternative and very specific character available to ALL players at any time. During any given game, any player may decide to play the Thorn Knight as his normal in-game character.
During that particular game, the player will not be using his standard character. Instead, his characters soul will enter this empty shell and guide this soulless Golem into its next adventure. The Ether acquired by this player will be an Ether belonging to the Thorn Knight. After the game, you will be able to spend that Eather to buy additional cards for the Thorn Knight (from the overall Action cards). The same goes for The Action cards won by this player during this game - they will enter the Thorn Knights deck.
Players can take turns playing the Thorn Knight through different games, jointly and gradually expanding his starting deck, using his starting special abilities, and finally turning him into a powerful, full of combos, common weapon for special challenges.