When do you unlock characters in Killer Instinct: Definitive Edition for PC?

I bought Killer Instinct: Definitive Edition (for PC, Windows 10) two days ago. I ran into a problem, when I first started the game, I could only use Riptor. After playing a bit of the Shadow Lords mode, I also got access to Jago. On the internet I read free players also have access to Jago.

In-game it gives you a percentage for characters/skins (not sure which one) you can unlock. I’ve completed 10% of Shadow Lords and I received a retro skin for Jago, I expected I would receive a character instead. Now I’m wondering, is the 25% of Shadow Lords completion required to get Fullgore or do you just get a skin?

Do you even have to unlock the characters manually (if yes, how do you get the characters that you can’t get from Shadow Lords?) or should you receive all of them immediately after buying and starting Killer Instinct: Definitive Edition?