Complete the indicated task in Story mode to unlock the corresponding character.

Diao Chan: Complete "Battle of Hu Lao Gate" under the Five Star difficulty.
Dong Zhuo: Complete "Battle of Luo Yang" and "Battle of Mei Castle" under the Five Star difficulty.
Lu Bu: Complete Chapter 6.
Yuan Shao: Complete the "Zenith Tower" Request mission in Chapter 6 under the Five Star difficulty.
Zhang Jiao: Complete "Yellow Turban Rebellion" under the Five Star difficulty.