To get Ness, beat Master Hand on Normal difficulty with only 3 lives maximum. There's only 1 secret stage, and to get it you must play for 50 hours (total, not straight) or something like that.
For jigglypuff beat the game on any difficuly and any bumber of lives.
For luigi beat target test 1 with ALL 8 original characters.
For captain falcon beat the game less than 20 minutes. ( recommend using pikachu or yohi and throw opponents as fast as you can except for the giant guys. You will have to fight them and hope you get a hammer.)
For ness the HARDEST guy to get beat the game on normal or higher with ONLY 3 lives and here is why it is the hardest part to get him. You CANNOT CONTINUE if you do you will have to start over. I did it with yoshi and kept on using his pound the ground attack down+B and I had all my lives and I lost all of them by the time I got to samus and from metal mario on I got ness with only 1 life left. That means I beat metal mario the porygon team the master hand and ness ALL with only one life left and I did it on normal on july 18 2001 and I was at my friends house and he got me as far as metal mario and I finished it off with only 1 life left. That is why he is so hard and I will never forget it.
EDIT If you beat the platform test after beating the target test you will get the sound test and make sure you do this with ALL 8 original characters and if you play on all levels in VS mode with all 8 original characters you will unlock a secret mario bros stage with the original music from the game and a couple of pipes and plants and also a pow you can hit 3 times to launch your opponents off stage and if you have the hammer you can trap your opponents on the left side because the bricks above your head will stop your foe from flying off the stage and the level is perfect for pikachu too.