Brotato

There are a total of 44 characters in the game, and each one has an achievement tied to completing a run with that character. Like with other arena battlers (Vampire Survivors, Army of Ruin, etc.), all unlocks (characters) are tied to the achievements, which are also ingame challenges. You'll therefore unlock all of these characters by unlock the other achievements, meaning you don't need to go out of your way to unlock any characters.

I have grouped all characters together in one solution because, which each has unique stats and bonuses, most aren't unique enough to merit their own dedicated solution for how to win a run with them. For all characters, read the general tips I have written up in the Roadmap. It should go without saying that you should be doing most of these on Danger 0 to make them as easy as possible. That, coupled with the Accessibility Options, if you choose to use them, should make the majority of runs very easy to do successfully first try. Below I have listed out characters that are unique enough that I felt warranted some additional notes or tips.

Lastly, if you're struggling with a specific character, YouTuber Cephelopocalypse has a playlist of video guides for all of the characters, beating a Danger 5 run with each of them and showing best builds for each character. Refer to those videos as needed if you're having trouble with any character. Playlist HERE.
 

• Mage - this one is deceptive, because it's an early available character but can be tricky to use properly. The issue is that all improvements to Melee Damage and Ranged Damage are nullified, so don't waste any stat increases on either of those. Damage % still works though. In general, you can focus on Elemental Damage, and pick weapons that do elemental damage, or just try to go for pure damage increases. Either way, you'll likely see a noticeable difference in how little damage you do with this character compared to others.
• Pacifist - the gimmick with this character is obviously to not damage enemies and leave them alive to get materials and XP, but there is an important point to note here: there is a maximum number of enemies that can be spawned at any given time. In the early waves, do your best to just avoid all enemies and leave them all alive. Once you get to Wave 5, and especially from Wave 10 and beyond, you actually only need around 10 seconds left in the wave to reach the maximum number of enemies. If you avoid enemies before this, you'll likely be able to see some enemies despawning to make room for new ones to spawn. This is a waste of materials if you let this happen. So, starting at Wave 5 or so, start each wave like you would any character, killing enemies and getting materials. Once you get down to 10 seconds or so, run away and leave as many enemies alive as possible. I spent all my level up bonuses on Damage, and spent my materials on increasing damage. I started with a Stick and used only Sticks to offset the Damage deficit you start with. Stick also has limited range, which helps avoid killing too many enemies at the end of a wave. I had no problems killing the boss with six Tier III Sticks, and I had pushed my Damage well into the positive by then
• Sick - this one is pretty stressful, especially early on. You lose 1 HP per second for the entire run, and you have no HP regeneration, so you're relying entire on pickups and Life Steal. In the first few waves, if you get hit you're pretty screwed. Start your run with the Ghost Staff, because kills with it increase Max HP, which is crucial to give yourself more time before you bleed out in each wave. Focus entirely on things that improve Life Steal and Max HP so that you survive. Once you get through the first five or so waves and build up your Max HP and Life Steal, things actually get easier. The more enemies the better, so you can heal more to stay alive when you kill them. Keep an eye out for Medical Turrets from the shop too, to help with healing
• Streamer - standing still generates a lot more materials than you'd get from enemies, so it's best to stay still while ranged weapons kill enemies, then when enough drops are present, run around and pick them up, then stay still to generate more. Spend all your resources before the boss to maximize your damage for the fight
• Speedy - this character basically requires you to stay moving. If you stand still, you have -100 Armor meaning one hit will wreck you. Start with the Jousting Lance, because increases to Speed mean increases to Damage. Build entirely into Speed, Damage, and especially Dodge, because you'll be running around so much and so fast that you'll likely inadvertently hit stuff, so Dodge is really helpful here. As long as you stay moving, even in tiny tight circles if need be, this one isn't bad
• Entrepreneur - in case the stats aren't clear, you lose all your materials every time you leave a shop, so no saving up. Spend everything you have every time you go to the shop, even if it means using rerolls to use up money to find something you can lock in. Otherwise, business as usual
• Arms Dealer - this one was one of the slowest and biggest pains for me. You lose all weapons every time you enter a shop, so the first half of a run is annoying trying to constantly refill 3-4 weapons so you can keep progressing. Eventually you just need to lock in weapons for the next time you're in the shop
• Jack - this one is pretty rough. Enemies have massive health (+250%). This makes the regular big enemies feel like Elites. You need to go all in on Damage the entire time, with some Attack Speed too. That's the only way you're going to keep up with the ever-increasing enemies and their health
• Golem - this character can't heal at all (aside from going back to full health at the end of each wave). While this means you need to be careful, it also means that all of those items that reduce HP Regen or Life Steal suddenly have no downsides because you can't heal anyway. Even though you can't heal, you can still dodge, so increasing Dodge is a great way to minimize damage taken. You'll also want Max HP in case you do get hit. I would also recommend sticking with Ranged weapons to keep your distance from enemies and minimize the chances of getting hit
• Demon (and Apprentice) - start with the Ghost Staff and only use Ghost Staffs as your weapons. The early waves will be rough and you'll barely have any Max HP, but once you've got six Ghost Staffs and enemies start to pick up a few waves in, you'll be soaring up in Max HP. Also, Piggy Bank is really good here because you won't be spending much materials at the shop, so Piggy Bank will increase them after leaving the shop, which in turn converts them to Max HP after each wave

None of the other characters needed any real tips, in my experience. They had their own quirks and traits and restrictions, but the way to play either didn't change at all/much, or didn't need elaboration. For example, Bull obviously, requires you to just run into enemies nonstop, and you'll want to increase explosion damage and size, but that's obviously from the character's description. 

If you're playing on Danger 0, and especially if you're using Accessibility options, it will take some time to clear all 44 characters, but none is incredibly difficult. Utilize the build videos above as needed.