You can see unlockable characters during levels I think is what he's saying, but you can't actually unlock them inside the levels. You unlock them by beating the Grand Prix missions and getting the stars from those missions, in which you can use to gain characters once you see their icon on the mission map.
It was great seeing Aerith run around Times Square and Pedigree opponents in the train station. - Strife2 If love can hurt, then surely hate can save. - Altena
Only two characters can be unlocked by complete Grand Prix, first one being Avatar for complete the first five Grand Prix series (with four courses each) and Eggman as second one for completing the Mirror Mode of next five Grand Prix (again, with four courses each).
All other characters are within World Tour, you have to collect certain Star (by beat the Class: C give you 1 Star, B give you 2, going on till S that give you four, but Class S would not be activate until you completed first five cups.) then unlocking those characters on certain branch. It may required you some wins to get to that spot and unlocking that characters.
First Cup hold 1 character locked, while rest of other 5 hold 2 characters each. Which give you 11 characters to unlocking.
Metal Sonic and Alex Kidd are not included those requirement and are DLC/Bonus characters. Up to Nov 20, you're out of lucky to unlocking Metal Sonic by redeem the code from Bonus Edition version and you will automatic get Alex Kidd on Christmas (online).
That's making up to total 30 characters in whole. 16 started characters, 13 characters locked and 2 bonus characters to obtaining.
I used to be hearing person like you, until I took the fever in my ears. ~FredCat