Just got the game today for PS4 (first MK game I've played). Managed to get through story mode, which was surprisingly way more interesting than I was expecting. There were also more characters that caught my interest than I expected as I played through things.
So far I'm looking at (in no particular order): Sonya, Jacqui, D'vorah, Jax, Kenshi, Ferra/Torr, Cassie, and Ermac. Not really leaning towards anyone yet, I'll have to spend some time in training to figure more things out, but those characters were either a lot of fun to play in story mode and/or have designs I really liked.
Also, where do you unlock the alternate costumes/whatever else? Is all that stuff in the Krypt, or is it spread out in some other modes?