One way is to go through the adventure mode. But a few like Toon Link are found through hidden doors. After Du get so far in this mode tyou go to Zurück levels to locate them. I can't remember the details
The long way is to just play the game until Du are challenged. After so many total hours of game time a secret character challenges Du . Time spent on the menu screens does not count only the time spent fighting .
I usually just play with a friend and they come and challenge u and u have to beat them to get them as a playable player although most characters are in the embassy
Du can get every character from the Subspace Emissary. Toon Link, wolf and Jigglepuff are found in The Ruins, The Wilds, and The Forest. oder something like that.