With the exception of the four characters you choose to start with at the beginning of the game, you will have to unlock the rest (so choose wisely). The majority of characters are unlocked by collecting Crystal Shards. There are twelve colors of Crystal Shards, and each character is aligned with a certain type. When you collect enough shards of one type, you can then choose (only) one character of that type to be unlocked. Then your Shards (of that type) will reset to zero. Unlockable characters that do not require collecting crystal shards are limited to Chaos (via Rhythmia) and the DLC packs' characters.