Here is how I did it:
- I create a new wii U local profile (following this article:
Knowledge Article)
- I started Terraria on this new local profile and I created a character
- Quit Terraria, switch back to my first Wii U profile and started Terraria on this profile. I open the world, then when I press '+' on the additional controller the second profile is displayed on screen! I just have to select it and I can play any character from that user profile.
It's strange because it seems to be exactly what you did ... Just take care that Wii U user profiles are not only different Mii.
You need to see something like this when starting the console:
http://thewiiu.com/uploads/monthly_11_2012/post-1466-0-93442000-1352288915_thumb.png
And when you are on the Wii U home page (2 characters at center of screen) :
http://www.christianharries.com/wp-content/uploads/2013/10/wii-u-4.jpg