In the pre made characters for the 4e adventure Keep on the Shadowfell they only give each character about 3 at-will powers. reading through the PHB I find that most characters have about 4-6 at-will powers. It doesn't ever seem to explicitly say I have a limited number of powers but I can't tell for sure.
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In most cases with powers, you have a limited number of choices (this is slightly different for the characters introduced in the "Heroes of" books, but even then you're limited).
Most classes can pick 2 at will powers- see the Character Advancement chart in the PHB on page 29, where it tells you what you gain, including 2 at-will powers.
In exchange for only getting a +2 to one stat, Humans can get an extra feat at first level and an extra at-will power, which is why you're getting 3 at-wills. Alternatively, Heroes of the Fallen Lands and Heroes of the Forgotten Kingdoms allow you to get Heroic Effort in exchange for the extra at-will. Heroic Effort is a No Action Encounter utility power, which lets you get a +4 racial bonus when you miss with an attack or a saving throw.
The characters in Keep on the Shadowfell are pre-made, with all their powers already chosen for you: what it says on those character sheets is what you have.
Characters in the Player's Handbook don't have 4-6 at-will powers: they have several at-will powers to choose from. All characters in D&D 4e can choose two at-will powers (see the table on PHB p29), and they never get more than two — except under special circumstances, both of which you're discovering on the Keep on the Shadowfell character sheets:
I'll go through the KotS characters to illustrate.
Be forewarned: Keep on the Shadowfell came out a month before the Player's Handbook. During that month, there were some changes made to the classes and races featured in KotS: the Wizard gained two extra cantrips, and the Half-Elf gained a racial trait named Dilettante, among other things. You may spot more differences, and this is why. Stick with the Player's Handbook version once you move past KotS.
Dwarf Fighter and Halfling Rogue
Two at-will powers, as normal.
Three at-will powers on the first page, and two at-will Cantrips on the next, for a grand total of five at-will powers. I'll explain those two separately.
Three At-Will powers
Humans get to pick an extra at-will power; that's part of their racial bonuses, so in this case they have a third at-will attack power. The Wizard in the Player's Handbook has five at-will attack powers at level 1, so whilst most races would only be able to pick two, a Human Wizard can pick three — and the three on the Human Wizard's sheet are pre-chosen for you.
And the Cantrips!
On his second page, the Human Wizard also has two at-will cantrips: Ghost Sound and Light. These are the class feature powers I mentioned.
You can tell by looking at the power type in the top right of those powers. Every other power the Wizard has says "Wizard Attack X" or "Wizard Utility X" for its power type, where X is the level at which you can learn that power. These Cantrips, on the other hand, are not attacks or utilities, and don't have any level at all: this is the signature of a class feature power.
The Wizard in the Player's Handbook has four cantrips, unlike the Human Wizard from Keep on the Shadowfell. If you look on p158, he has a feature called Cantrips which just says: "You gain these four powers." That's how you know you've been given them.
Two at-wills as normal. However, notice on his second page he has four encounter powers: these are Cleric Features, and as feature powers, he just gets them — even if he should only have one encounter power at first level. These don't count toward that limit, so now he gets to have five encounter powers.
This guy has two at-wills, and on his second page, just like the Wizard, a further two at-wills which are his feature powers. He also has two encounter powers for features, like the Cleric.