I tried compiling and categorizing the mentions so far, just for indecisive people like me. I only did the first 9 pages, I'll start on the rest tomorrow:
Featured Franchise (New character from a franchise with playable characters already in Smash.)
Daisy (Super Mario Bros)
Waluigi (Super Mario Bros)
Ridley (Metroid)
Ashley (WarioWare)
Mona (WarioWare)
Krystal (Star Fox)
Lyn (Fire Emblem)
Anna (Fire Emblem)
Impa (Legend of Zelda)
K. Rool (Donkey Kong Country)
Chrom (Fire Emblem)
Metal Face (Xenoblade)
Koopa Troopa (Super Mario Bros)
Tetra (Legend of Zelda)
Toad (Super Mario Bros)
Sceptile (Pokemon)
Torterra (Pokemon)
Dixie (Donkey Kong Country)
Wart (Super Mario Bros)
Lanky Kong (Donkey Kong Country)
Kamek (Yoshi's Island)
Super Space Pirate (Metroid)
Elma (Xenoblade)
Cranky Kong (Donkey Kong Country)
Duster (Mother 3)
Bandana Dee (Kirby)
Hades (Kid Icarus)
Black Shadow (F-Zero)
Captain Toad (Super Mario Bros)
Master Core (Super Smash Bros)
Kumatora (Mother 3)
Jimmy (WarioWare)
Mouser (Super Mario Bros)
King Hippo (Punch-Out)
Doc Louis (Punch-Out)
Vaati (Legend of Zelda)
Melotta (Pokemon)
Returning Character (Playable characters from a previous Smash game that aren't in SSB4)
Wolf (Star Fox)
Ice Climbers (Ice Climbers)
Roy (Fire Emblem)
Skull Kid (Legend of Zelda)
Roy (Fire Emblem)
Pokemon Trainer (Pokemon)
Assist Trophy (Characters who have already been in SSBB or SSB4 in as assist trophies.)
Takamaru (Nazo no Murasamejou)
Saki Amamiya (Sin & Punishment)
Midna (Legend of Zelda)
Tingle (Legend of Zelda)
Dark Samus (Metroid)
Ray (Custom Robo)
Current Franchise (Multiple games, new entry as recently as 2010)
Felix (Golden Sun)
Chibi Robo (Chibi Robo)
Vivian (Paper Mario)
Dillon (Dillon's Rolling Western)
Mia (Golden Sun)
Current Game (Single game, new entry as recently as 2010)
Wonder Red (The Wonderful 101)
Inkling (Splatoon)
Chorus Kids (Rhythm Heaven)
Dormant Franchise (Multiple games, no new entries as recently than 2010)
Andy (Advance Wars)
Sami (Advance Wars)
Paper Mario (Paper Mario)
Mike Jones (StarTropics)
Captain Syrup (Wario Land)
Elite Beat Agents (Elite Beat Agents)
Lolo & Lala (Eggerland)
Isa Jo (Sin & Punishment)
Dormant Game (Single game, released prior to 2010)
Tamagon (Devil World)
Geno (Super Mario RPG)
Mallo (Super Mario RPG)
Mach Rider (Mach Rider)
Star Man (Pro Wrestling)
The Amazon (Pro Wrestling)
Third Party Franchise (All third-party characters, whether or not they fit in the above categories.)
Snake (Metal Gear)
Shadow the Hedgehog (Sonic the Hedgehog)
Knuckles the Echidna (Sonic the Hedgehog)
Bayonetta (Bayonetta)
Rayman (Rayman)
Yellow Devil (Mega Man)
Sora (Kingdom Hearts)
Tiz Arrior (Bravely Default)
Ryu (Street Fighter)
Crono (Chrono Trigger)
Simon Belmont (Castlevania)
Protoman (Megaman)
Bill Rizer (Contra)
I don't know its name (Blaster Master)
Viewtiful Joe (Viewtiful Joe)
Tails (Sonic the Hedgehog)
Shovel Knight (Shovel Knight)
Monster Hunter (Monster Hunter)
Mega Man X (Mega Man X)
Zero (Mega Man X)
Klonoa (Klonoa)
Goemon (Ganbare Goemon)
4 Fiends (Final Fantasy)
Crash Bandicoot (Crash Bandicoot)
Lloyd Irving (Tales of Symphonia)
Mail (Popful Mail)
Quote (Cave Story)
Amaterasu (Okami)
Donkey Kong Jr (Donkey Kong)
Neku (The World Ends With You)
Banjo and Kazooie (Banjo Kazooie)
Slime (Dragon Quest)
Jack Frost (Shin Megami Tensei)
Master Chief (Halo)
Travis Touchdown (No More Heroes)
Ryu (Breath of Fire)
Fou Lu (Breath of Fire)
Haruka Amami (iD@LMASTER)
Ryo Hazuki (Shenmue)
Chase McCain (LEGO City)
Sol Badguy (Guilty Gear)
Non-video game Nintendo stuff
Hanafuda deck
Captain N
lol
Shrek
John Cena
Bill O'Reilly
Vegeta
Goku
Naruto
Cory Baxter
Batman
Sonichu
Gohan
Dark Magician
Charlie Brown