You can manually enter the information it would have detected during the wizard; it's not a big deal.
It detects your characters by scanning the WoW folders you have configured through Inner Space. If you have multiple WoW folders and usually play in one that Inner Space is not pointing to, that's one reason you wouldn't see them. Or if you have World of Warcraft installed to the Program Files folder, but you don't normally run it as Administrator, then a lot of its settings will be stored by Windows in the "Virtual Store" folder instead of the originally intended location. (When using ISBoxer or Inner Space, the game runs as Administrator and therefore does not use the Virtual Store.)