You need to go again to the Subspace(both part 1 and 2) and look for the trophies of the characters missing in your roster. As for Ganondorf, you need to get the Link ans the Zelda trophy in order to unlock him.
In order to use ZSS on SSE, you need to pick Samus and do any of these methods:
1) Choose Samus and before the stage loads, press:
If you are using the:
- Wii Remote with Nunchuk, then hold the Z button.
- Gamecube/Classic controller, then hold the R button.
- Wii Remote, then hold the Minus (-) button.
If done right, you should be using ZSS and the word "GO" appears.
2) Use Samus’ Up Taunt, then Down Taunt, then her up Taunt again. You must do
this really fast in order to do the change.
On the GameCube Controller, this is accomplished by moving the C Stick left
and right. When using the Wii Remote, press the - Button to switch. When using
the Wii Remote and Nunchuk combo, switch with the C Button. Finally, on the
Classic Controller, you can switch using the right Control Stick.
Credits to gamefaqs walktroughs.
Hope this helps.