Not all players are unlocked from the start so you will need to unlock them if you want to enjoy and experience all of the characters:

Baby Luigi - Complete Challenge Mode with Yoshi
Star Dash - Finish Star difficulty on all of the six mini-games
Dixie Kong - Finish challenge mode with Donkey Kong
Hammer Bro - Finish Challenge Mode with Bowser
Monty Mole - Finish Challenge Mode with Mario
Petey Piranha - Finish Challenge Mode with Wario
Toadette - Finish Challenge Mode with Peach