There are only 4 character sets, instead of 5 in Worms 4 Mayhem. Alien character set is already available to be purchased in the Item Shop. Each character set can be bought for 200 coins instead of 500 in Worms 4 Mayhem.

Set	How to unlock
Cyborg	Complete the tutorials.
Dino	Beat Team17 in all of the challenges (excluding the deathmatches).
Professer	Complete all the missions in "Story". (Not the Worms 3D Campaign).
Wormenstein	Beat Team17 in all of the deathmatch challenges.