What do I do? Do I need to deactivate cross save? Will I lose my character?
When you set up cross save, you chose PlayStation as your primary platform. That means any characters you make or use will be under your PlayStation profile, but will be accessible on all platforms. If that is not what you intended to do, you can disable cross save, wait the 90 cool-down period, then set it up again with a different account as your primary.