REGISTER TO REMOVE ADS
The only way you could do that would be to literally start over as Ventus and create a separate save file, which seems kinda redundant to me. You can't change scenarios in the middle of the story.
...no, you can switch scenarios inbetween stories, I do it all the time :/
The way you do it is that you go back to the Title screen and select "New Game" and then when you're done with all your settings, you'll enter the Character Selection Area where you can select another character. When you want to load a scenario again, go to the title screen and go to Load Game where you'll select the file you saved as that character.