Seriously, why are there so many people who believe their character gets wiped? That's not going to be the case, your character will stay, but you can't play the season content with it, you have to create a new one.

Clearing campaign and getting all the statues is the right thing to do because the statues carry over to every new character and you can skip the campaign for the season character. All this is only relevant if you want to play the season. In that case I'd recommend to read some of the guides - on maxroll for example