Marth was put in by popular demand in Japan, and Roy to promote the next game to come (Melee was actually his debut). At least, that's what I think I read some time back somewhere.
I was still in a little capsule a while after Melee. The only characters in Melee who I knew from games I'd already played by then were the Mario characters, the Pokémon, and Mr. Game & Watch. That's pretty bad.
When I realized how bad that was I played some Kirby and Zelda, played Ice Climber, and then Brawl was announced. Between that time and Brawl's release, I played EarthBound, the entire WarioWare series except MPG, Metal Gear Solid: The Twin Snakes, Metroid Prime and Sonic Adventure DX: Director's Cut. Afterward I got into F-ZERO and SolidShroom gifted me Star Fox 64. I've yet to play Pikmin, Fire Emblem, and a good Sonic game, and haven't played a lot of Kid Icarus or Donkey Kong Country... but I have, somewhere along the line.
That was all partially my fault and partially not. When I was a kid, my parents didn't just buy me any game if they weren't sure I'd like it. And I wouldn't either. I rarely had/have enough money for that... But I regret that. I should've rented more games. Yeah... I play more than just what's in Brawl though.