New GM: Player wants a new character early in the game
We're 3 game sessions deep into a Vampire the Masquerade chronicle. I've just heard from one of my players that they feel like they've put a bit too much of themselves into their character, and they're starting to get uncomfortable with it. As such, they'd like to roll up a new char sheet and bring their current character out of the game. We've talked a little bit about whether they want their character to die, or to permanently leave the party, and that's still up in the air.
This is my first time as GM, and I'd like a few pointers on how to work with this. From an "off the table" perspective, I've already had a conversation with this player about what their needs are. I'm confident that the overall game is still fun for them, and that this isn't about any player-player dynamics.
From a narrative perspective, I'd love to hear how others have dealt with this before. In the past 3 sessions, I haven't had the chance to bring out the kind of enemies who could kill a PC outright (bloodthirsty elders, second inquisition deathsquads, conniving underlings). I don't want the player to have to go through several more sessions with a character they dislike just because it would have more punch further down the line.
I think you've received lots of great advice here already. One additional thing you may want to keep in mind as you're weighing your options is how the manner in which this character exits may impact other players.
Obviously, the needs of this player come first, and making whatever changes they need to ensure they can keep having fun in the game is most important. But I bring it up because, in a similar situation where I was running a game for a player who wanted to switch characters, I executed the change in a bit of a clumsy way that one of my other players found frustrating.
I had worked together with the player who wanted to change to craft a heroic last stand scenario in which their old character would sacrifice himself to allow the rest of the party to escape. Critically, we didn't discuss these intentions with anyone else at the table. One of my other players picked up on what was happening the moment we started playing it out, and did everything he could to prevent the loss of a party member. I essentially railroaded right over anything they tried.
Afterwards, they told me that while they understood why I ran it that way once the other player had a chance to explain their intentions and new character, it still wasn't very much fun to play through in the moment.
All this to say, if I had to do it again, I would make sure I have some sort of buy-in from the other players. They wouldn't need to know all the details, certainly, but I think a little heads-up would have made that experience much smoother for everyone.