Duey the delivery guy is only used to send items between different ACCOUNTS.
If you want to send an item to a different character on the SAME account, use one of the Storage NPCs in towns.
If you haven't used them before, you double click on them and a window opens up that looks like a regular "shop" in town, except that instead of having items to sell, the lefthand pane shows what's in your storage already. The righthand side is your normal inventory- double click on an item and it will let you send it into "storage".
The storage on an account is COMMON to ALL characters on that same account. So after you put something in storage, just log off the first character and relog in with the other one, find ANY storage NPC (they all are connected), double click on him and your storage will open again. This time double click the item you put in storage before and it will be transferred into the second character's inventory.
You can use the storage to transfer items, or just to stash stuff you don't want to carry around in your inventory. Since there's a storage NPC in most towns, you can reclaim the items easily later. Unfortunately there are only four "slots" to hold items in your beginning storage, but you can add more slots by buying them with NX Cash from the Cash Shop.
