Why does my characters explodes in a wicked way when physicalised?

Have you clicked "Check Scene Settings" in the Crowd shelf  ?

Your linear working unit may not be set to centimeter.

Always remember when using Golaem that it will only works in this linear unit. When using another unit the simulation results might be totally weird due to extreme physics values applied to the characters.

Go into your scene preferences and change your working unit to centimeter. Do not forget to rebuild your simulation (CrowdManager , CrowdField and Terrain)