A few different ways. Complete the story mode for specific characters and complete the teach me miss litchi episodes too.
i know there is a topic stating which characters you have to complete story mode with but I really can't remember where. I also don't have the time to look for you right now, sorry. Check here in the BlazBlue Continuum Shift Trophy Guide for any details. Might find some info. If I find that topic later, I'll direct you to it. May be it was a different site entirely so ill just post the info instead.