The first 5 you get
Mario, Donkey Kong, Samus, Link, Kirby
From Mario. (castle)
Peaches Castle.
The 2 recent ones
Galeem and Darkon
Flies around stage
Final smash orb/ball
From Mario (wanted as an actual playable character)
Waluigi
This character says PK a LOT
Ness
From Donkey Kong
Kongo Falls
Appears in EVERY game
Master hand
From Kirby
Star wand
From Mario
Chain Chomp
A variation of Bowser jr.
Larry
From Kirby Superstar.
Halbred
Introduced in melee.
Crazy hand
Follows you around. If hit, it will explode
Fake smash ball
Throws curved leafs
Snivy
Introduced in Brawl (starts with s)
Sonic
The stage bosses appear often.
Final Destination
Boss in Kirby's classic mode
Marx
Flies around stage before diving after enemy and attempting to grab them
Galaga boss
Does ABSOLUTELY NOTHING to help
Mew (he's mean)
Introduced in Ultimate.
Incineroar
In the tutorial
Battlefield
In Brawl's Subspace emissary
Tabu
Flies straight forward. If it hits an enemy, it will carry them upward.
Beetle
From Kirby
Nightmare