First, there's a few basic types of characters.
Rushdowns are characters that revolve around putting your opponent into pressure and putting as little space as possible between you and them.
They usually have really good resets, or at least decent combo damage.
Grapplers are usually slow, but have devastating command grabs. In Skullgirls, grapplers are a lot more mobile and combo-centered than usual, but, in exchange, their grabs are less powerful.
Zoners are characters that want to keep as much space between you and your opponent as possible, and have a lot of projectiles to deal damage from afar.
Puppets are characters that have a separate entity you must control in addition to your basic character. These are usually very difficult to play because you need to be very aware of your field.
Mix-Up characters have really good neutral and pressure, revolving on making your opponent feel unsafe by hitting them high and low often.
While all of the characters might look generic from afar due to the fact that they all fall into these basic types, they're still extremely different with either a specific mechanic or interesting playstyle.
Filia is a very air-centered rushdown, with low combo damage and a large amount of resets. She's got an airdash which is used to make her air chains and resets very good. Due to requiring a lot of fast inputs, she's got difficult execution for beginners, especially surrounding her resets.
Cerebella is the main grappler of the game, out of the two. She's very mobile and combo-centered for a traditional grappler, and her command grabs are used mostly for neutral, offense, and resets. She's fairly beginner-friendly due to high damage for low skill.
Peacock is a very projectile-heavy zoner, with little to no options for offense. She is very straightforward, but requires a good understanding of her spacing tools.
Painwheel has flight, which is her mechanic. She's an interesting rushdown that is considered one of the two hardest characters, due to the execution required to do her flight cancel combos.
Ms. Fortune is the puppet character of Skullgirls, with two playstyles; with head, and headless.
Ms. Fortune, with her head on, is a straightforward rushdown. Without her head, you need to control her head as a separate entity for combos, offense, and neutral. She's, by extension, sometimes considered one of the hardest characters, considering how you need to learn to use her head to make things safe and to keep your opponent blocking.
Valentine is very well-rounded, and is a reset-heavy rushdown with some projectiles. She isn't easy or basic, but fairly straightforward playstyle-wise.
Parasoul can be played however you like. She has a good zoning game and neutral, but she can also be played offensively. She has good overheads, and is very mix-up heavy.
Squigly is the stance canceling character of Skullgirls. She's considered the hardest character in the game, as her execution is extremely difficult. She's also the mix-up character, being able to stance cancel blocked moves into her overhead or a low-hitting attack. She isn't quite a rushdown, and requires a decent grasp of spacing.
Double can be played however. She has a good amount of projectiles and zoning tools, so she can be played as a keepaway or offensively, depending on whichever playstyle you prefer.
Beowulf is also a grappler, but a bit different. Unlike having a lot of command grabs, he has his main grab, but many extensions off of it. He also has a dash that puts him in the air, so he has plenty of mix-ups and difficult neutral. He also has a chair mechanic, where, with and without the chair, you have different normals. While not being easy, he's fairly open for beginners.
Big Band is a very defensive character. He's extremely large and heavy, and is slow. He has a parry and a lot of armor on his moves, and he involves a lot of waiting for an opening to attack, although he can be played offensively and has quite a few options for that playstyle as well.
Fukua is extremely straightfoward. She's got projectiles to support her neutral, but is a rushdown overall, with a lot of sneaky resets. She's the most beginner-friendly in the entire cast, with easy execution, resets, and neutral.
Eliza is an extremely combo-heavy pressure character. She's a bit large and slow, but is definitely interesting.
Finally, Robo-Fortune is a zoner, more so than Parasoul and Fukua. She's the only character with a double jump cancel, which is used in combos and resets. She's also got a head mechanic, where she can summon heads she can utilize with specials.