Mario is almost never alone on his adventures. and that's no different this time. You start out with Mario, but playing Super Mario Run will allow you to unlock three more friends to do some running in his place.
There are 4 characters to unlock and choose:
Mario. OK, technically he's not his own friend. But his name is in the title, so it makes sense that Mario is your starting character.
Luigi. As always, Luigi has a bit higher jump than Mario, but is still the less cool brother. You can unlock Luigi by building a house for him in Kingdom Builder.
Yoshi. Yoshi brings his standard flutter jump to the game, giving you a little bit extra after jumping. He also makes a terrible sound while doing this.
Toad. Toad can run fast, and that's about it. He might be the worst. But The Mountain Goats and Kaki King have an amazing song about him. Sign into your My Nintendo account to unlock Toad.