In my game I have a MoveComponent and a ClimbComponent.
Some characters can only move around on one level, others are able to climb to the next floor.
My intention is to have characters randomly be able to climb if the are about to bounce into a wall.
How would I manage this? Should the ClimbComponent be added dynamically and also be removed again, or should random characters always have the ClimbComponent and it would be activated and deactivated dynamically?
I would recommend you consolidate your two concepts into one.
Instead, I would consider a MovementComponent or better yet a ControllerComponent. This one component controls movement both on a single level and the act of being able to climb when appropriate.
Be mindful that you aren't creating components just to create components. There are cases where using a marker component makes sense but in a lot of cases, a simple boolean does the job well.
I don't think there's a clear winner between the 2 approaches you mention.
I'd probably go for a component always present on the entities that can be activated dynamically, and have some game logic component (a "higher level" one) that switches them on/off.
