Gotham Knights gives players a choice between four of Batman's apprentices, but how does that affect the story? Creative director Patrick Redding and producer Fleur Marty met with GameSpot in August 2020 and revealed how much that choice matters.
Some Knights have special relationships with villains and other NPCs, which will affect dialogue and reactions, but otherwise, there are no changes based on who you choose. Redding explained that they wanted all players to feel like they could choose any Knight and play that way the entire game without feeling forced to switch characters.
Likewise, you can play different characters as you progress through the story. The point is that you won't feel as if you are missing major or minor story beats based on who you choose.
To see the nuances of each Knight, you might want to replay the game as different characters if you are a Batman fan. It will be cool to see people react to characters for comic reasons and discover more of the game's canon that way.