As No.1 Schmuck as said, the easiest way is to unlock them through the SubSpace Emissary (the all new adventure mode). You get 32/35 characters just by playing the adventure mode through the first time (it takes roughly 7-10 hours to play through). Once you've completed it once through, there are 3 remaining characters to unlock by entering special doors on 3 specific stages of the Emissary.
As for the stages, most become unlocked after gaining the new characters but a few have some special requirements. Smash Bros Dojo has all the detailed of how to unlock the new features (characters, stages etc.) online so if you ever get stuck then that's the best source to go to for answers.
I've actually made a note and broken down how to get the specific stages/characters so I can type out the means of getting them without revealing who/what the unlockable is if you like Sky. Just lemme know if you want the info (minus the spoilers)
