If you and your friends want to play as the same character in splitscreen multiplayer, try the following.

First, one person should select and then deselect the character everyone wants to play as. The next player should select and then deselect the same character. Repeat as needed for as many players as you have playing. Then, go back one screen, reselect the character selection screen, and all players should have their icons on the same preselected character.