These can all be done on Normal difficulty.

Unlockable	How to unlock
Kalaido-Ruby (Magical Girl Rin)	Unlocked by Beating Neko-Arc Story Mode
Magical Amber (Magical Girl Kohaku)	Unlocked by Beating Phantasmoon Story Mode
Magical Caren	Unlocked by Beating Magical Amber Story Mode
Neko-Arc (Arcueid Cat)	Unlocked by Beating the Seven initial Story Modes
Phantasmoon (Magical Girl Arcueid)	Unlocked by Beating Kalaido-Ruby Story Mode
Tiger-Sensei	Unlocked by Beating Magical Amber Story Mode