The following page of the guide describes the mechanism of unlocking new heroes in Darkest Dungeon 2. You will learn how to level up your Profile, at which levels you unlock heroes, and what heroes are available to unlock.
The list of all heroes can be found on a separate page of the guide.
Initially, you have 4 heroes: Plague Doctor, Man-at-Arms, Highwayman and Grave Robber. To unlock more, you have to complete the next stages of the game and earn the Hope points. They are awarded for almost every action performed in the game, but mainly for progress (completing an expedition) and getting rid of equipment (i.e. removing useless items). Sometimes you will receive Hope points by completing objectives during expeditions (you can see them when choosing a location to explore).
Unfortunately, you can't check your current amount of Hope until you complete a single Expedition. You level up your Profile by collecting enough Hope points. New Heroes will be unlocked at Profile levels 3, 6, 9, 12, 15.