It is important to remember that the characters that make up a character set are whatever you want them to be. If you are using a memory manager, you may have multiple character sets and be able to swap them as needed. That means that there are no rules as to where letters appear in the character set or even if there are any alpha-numeric characters at all. If the game you are creating doesn't have any text in it, then there is no requirement to have any letters in the set. Even if your game has text, it may not be necessary to have the entire set of letters or you may even incorporate the words as part of other images.
All this freedom is really nice to have, but one thing to remember is that the assembler you are using to convert the 6502 assembly language code into machine language does have a format it uses. While this is not directly relevant to the resulting code that is produced, this fact can be taken advantage of to reduce the amount of work that you will need to do. You see, any strings that you use get stored as ASCII values. If you are not using ASCII then instead of using strings such as "Hello World" in your code, you will need to have a table of numbers with the numbers being the character indexes you used for the letters you want to display. This is simple but time-consuming work that is easy to avoid.
ASCII, which stands for American Standard Code for Information Interchange, is a rather old standard that was created in the early 60's to allow for a standardized way of transmitting information between computers. It is a 7-bit standard because 6-bits was insufficient for all the characters needed and 8-bits would require an extra bit be transmitted for every character which was deemed too costly. Remember that next time you send a multi-megabyte image to someone!
The first 32 characters (indexes 0 through 31) are control codes so these characters can be used for any graphics you want as they don't have a visual representation. 32 is the space character, 48 through 57 are numbers 65 through 90 are upper case letters, 97 through 122 are lower case letters and between these are various punctuation marks. This layout may seem largely random but if you convert the indexes to hexadecimal then you will notice that displayable characters start at 20, numbers at 30, letters at 41 and 61.
I am sure that if one looked, they would be able to find a NES ASCII Character set, but making your own set reduces the chance for any legal claim. Here is an image of my character set that I will be using as the starting point for the games that I will be developing. It is not the greatest character set, but is good enough for my needs. Any characters that are not needed can easily be replaced with other graphics, though I suspect that this will not be necessary for my projects.
Now that we have characters that can be displayed, we are ready to take a look at how to actually display things on the screen.