There are five playable characters in Super Mario Bros. X. You can choose to play as one of Mario, Luigi, Peach, Toad, or Link (with a Pauline alternative skin).
Mario and Luigi will use their sprites from the All-Stars remake of Super Mario Bros. 3, and Peach and Toad will use their sprites from the All-Stars remake of Super Mario Bros. 2. Link uses remade sprites based on his sprites from Zelda II: The Adventure of Link. Pauline, Link's alternate skin, uses a heavily updated GB Donkey Kong spritesheet.
List of Playable Characters
Mario
Main article: Mario Mario has no abilities that set him apart from the other characters, but he is generally considered the most well-rounded character. Mario can also Spin Jump. His power-ups also work the same as they would in Super Mario Bros. 3, with the exceptions that fireballs, iceballs, and hammers can be aimed in a higher arc by holding Up, and that the Raccoon Leaf and Tanooki Suit's flying powers no longer require repeatedly tapping the button to fly.
Luigi
Main article: Luigi Luigi is the best jumper out of the playable characters, but is slower than Mario. He can Spin Jump, like his older brother. Luigi's fireballs and iceballs move slower than Mario's, but can bounce up steep slopes. His power-ups work the same as Mario's, except for that main difference.
Peach
Main article: Princess Peach Peach can hover in the air by pressing and holding Jump after jumping once; however, she's the slowest of the playable characters. She has three hearts and can't ride on Yoshi, like Toad. Peach's fireballs move slowly, but will bounce off of walls once. Peach's Hammer Bros. Suit upgrade allows her to throw heart bombs that can break some blocks (including blocks that can only be broken by bombs or hammers).
Toad
Main article: Toad Toad is the fastest runner (but he does have a lower jump than most of the others) and can pull vegetables and other buried items up quickly. Toad has three hearts, and can Spin Jump. However, he can't ride Yoshi. Toad's fireballs bounce low but move quickly, and his Hammer Bros. Suit allows him to throw a boomerang. When Toad has a Raccoon Leaf or a Tanooki Suit, he can Double Jump by pressing Jump in midair.
Link
(Pauline)
Main Article: Link When playing as Link, regular yellow coins are replaced by green Rupees. Link can't pick up items, but can store away keys and bombs in his inventory by hitting them with his sword (bombs can be released later by pressing the Alt-Run button). Link also can't pull up items buried underground, but can cut the grass to get Rupees or the item buried under it. Similarly, he can't ride Yoshi or use Kuribo's Shoe, Podoboo's Shoe, or Lakitu's Shoe. He has three hearts and a shield which can block certain projectiles, i.e. fireballs. Link's fireballs fly straight, comparable to the Fire magic from Zelda II. Link's Hammer Bros. Suit allows him to fire sword beams that can pass through walls.
Main Article: Pauline Thanks to SMBX, for the first time ever, Pauline is a playable character! When inserted, she is the only Mario character to bring weapons to the mix. Her weapons of choice is the iconic DK hammer to bash enemies, and her stiletto heel to stomp them from above! Instead of collecting Coins or Rupees, Pauline collects the items from the Donkey Kong arcade game- the Heart, the Purse, the Hat and the Bouquet of Flowers! When she gets her Leaf, she turns into a rolling Donkey Kong barrel. Her Tanooki Statue is the Arcade version of herself from yesteryear. Her dress does not change colors when she gets power-ups... she's the Lady in Red!