The character themselves will not specifically have a pen. For no other reason than what would they do with it? After they sign your book, they normally will then pose for the picture, and if they were still holding a pen, odds are you or your child would end up with Sharpie marks on your shoulder or side. Now most "good" handlers will have a pen/marker with them. However, if they handler is answering a question to someone behind you in line, it slows down the whole process while you wait for them to finish, get their pen, etc. Much better for you to have your own, even if it just the one from your hotel room.