To get the characters you have to beat every challenge, preferably on gold, i did them in order, idk maybe you can get them thru arcade too but i haven't played in a long time
I haven't played in months but i think that all the characters are unlocked via completing the challenges, in my case, i beaten them all on gold, there is a video regarding the tutorial grounds thought! They're really useful Edit: the tutorial grounds video ain't mine by the way so you'll have to search it separately
The dev here, knowing someone other than Tyrzi (who did all the character art and effects) actually got gold on all the challenges makes me happy lmao, nice!