Hickory: Yes, it's easy. When you load a game you go to a character arbitration screen before entering the game. It is here that you may customise your party as you wish. Press on the character's name button and 'Delete'. Then create or import another.
dtgreene: Note that this is not true for the Enhanced Edition. If you are playing the EE, you will need to copy the save into the multiplayer folder, load it as a multiplayer game (which will give you the character arbitration screen), save after adding the character, and then copy the save back to the singleplayer folder.
Of note, if you want, you can have the new character start a new game solo and do some Easthaven quests for some experience. Alternatively, you could just use a cheat to set the new character's experience to something reasonable.
AurelianDragon: Keep in mind, however:
* There is no kind of 'catch up' system for bringing in characters midstream - the new character will import at level 1 if they are a fresh character, or at whatever level you exported at if they are a previously played character. There is not even level-scaled experience (as with NWN or Icewind Dale 2) as this is 2nd Edition AD&D. Therefore, your new character (unless an exported high level from a previous play) will be behind, and will probably always be at least a little bit behind.
This said, they shouldn't stay too far behind depending on their class, since lower level characters advance faster.
* Mage scrolls are brutally rare in Icewind Dale, if you used any on the Conjurer you might not be able to get those spells again on a regular Mage without restarting the game (you could re-import all your other characters with all of their non-container items, but you'd have to begin the story again).
Additionally, you probably are going to want an arcane caster of some type, so you'll want a Bard, a Mage (single or multi), or a Sorcerer for sure. Let's have a quick breakdown of your options -
- Sorcerers have the advantage of not needing to specifically memorise spells, and of not worrying about the rarity of scrolls (you choose specifically what spells they learn - however, these choices are permanent and you only get a certain number of spell picks per level), but keep in mind they'll be just as squishy as your Conjurer was (although the fact that you don't have to memorise specific spells means once you get certain key spell levels it's probably going to be a little easier to keep them alive, e.g., once you get 2nd level spells and can immediately obtain Mirror Image, and same for 4th level spells and Stoneskin).
- Bards have the advantage of being somewhat sturdier (getting the HP and THAC0 of Thieves, plus the ability to wear some forms of armour, although keep in mind that most forms of armour prevent spell casting while worn) and of oftentimes casting much more powerfully than a Mage (because oftentimes the strength of a spell depends entirely on the character's class level, and Bards advance much more rapidly than Mages). Downsides are Bards also suffer from scroll scarcity as all non-Sorcerer arcane casters do, and they can memorise fewer spells at a time and gain access to new spell levels much later (you never get 9th level slots, and even in a completist playthrough you might just barely get 8th level ones).
- A single-class Mage you've already tried, so I won't really comment further.
- A multi-class Mage has the advantage of being sturdier and more battle capable, like the Bard (how sturdier depending on your other class or classes). The downsides are armour is still of limited efficacy (as with the Bard, most forms of armour prevent arcane spell casting), scrolls are still as scarce as ever, and most of all, level advancement will be very slow because multiclass characters must divide XP evenly; this affects both your maximum spell level access and spell strength due to caster level dependent effects. (The difference is really quite profound, especially compared to the Bard's rapid advancement; I had in fact a Fighter/Mage and a Bard in my party last time I played - a completist run of the original game plus HoW and TotL - and the Bard reached the late twenties while the Fighter/Mage barely hit the mid teens)
* Containers (bags/cases) do not export. If you export your party out to restart the game, you will lose containers and anything inside them (so take out anything you want to keep first).