Meet the conditions to unlock characters. they can be switched in the Hero building, on the top-left of the lobby. Guy is unlocked by default.

Character	How to unlock
Alexander	Reach Floor 15 on Chaos Mode with the "Fresh Blood" Runeword.
Azir	Reach Floor 15 on Chaos Mode with the "Spell Breaker" Runeword.
Balerio	5,000 Gold.
Dellamorey	2,000 Gold.
Hogg	Reach Floor 15 on Nightmare Mode.
Lilith	10,000 Gold.
Merlin	Reach level 10 with "Endless" runewords.
Morte	1,000 Gold.
Svafa	Reach Floor 10 on Nightmare Mode.