There are five journies to complete in the Weird West, and all of them revolve around a different protagonist. So, you will play as multiple distinct characters throughout the game. You don't get to switch between them at will, though. After finishing one person's story, the game puts you into the shoes of the next without the option of going back.
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In the process, you receive a brand new inventory containing none of the items you were carrying. Naturally, if you had some great gear, this can be disappointing. Thankfully, the game incorporates a way for you to regain access to your old possessions, but it doesn't seem to tell you how you do it. Therefore, everything you need to know is in this guide.
Early into a new character's journey, you will be able to locate the previous protagonist (if they're still around) and recruit them into your posse. To get your hands on your old equipment, that's what you must do.
The protagonists typically stay at their home locations - for example, Jane is at Bell Stead. To find them, go into the world map and look for any place with a golden character under the mercenaries tab. Once you go to the locations, you can talk with the former protagonists and get them to join your posse.
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Immediately as the character joins your posse, you will get your old keys, Golden Ace Of Spades cards, and Nimp Relics. To get the rest of your things, talk with the character and choose the 'show equipment' option to gain access to your old inventory.
If you're going to keep the character a part of your posse, you may want them to keep several of the items, so you don't have to carry everything.
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