To summarize the intended functionality with an example event:
If Character family is jumping, set picked object's animation sprite (which I have put in an Animation family) to "Jump". Making this event will currently just make EVERY character sprite play the "Jump" animation, rather than find just the one that belongs to the acting character.
My instincts would say this should work:
On Character jumping
.. Character: set animation to "Jump"
If all characters are set to Jump animation I think there is a problem with picking.