If you need help with character changes, here's what I could gather from the Direct:
- Zero Laser no longer breaks Samus's armor.
- Sheik, Charizard, and Zero Suit Samus are now standalone characters.
- The Phantom that we saw when Zelda was revealed is confirmed to be her new Down Special: the Phantom Slash.
- Olimar can now only carry 3 Pikmin at a time. Not only that, he picks them in a fixed order regardless of terrain: red, yellow, blue, purple, white, then back to red again and the cycle continues.
- Given the above change to Olimar, he has a new Up Special: Flying Pikmin. This recovery move is affected by the number of Pikmin Olimar has- the more he's hauling, the less upward momentum the move gains.
- Lucario's aura trait has indeed been buffed, as was stated during his Miiverse reveal. Aura now affects his Extremespeed- it travels longer distances depending on the strength of his trait.
- Lucario's Mega Evolution also appears- this will put his aura trait at max power regardless of damage. How he achieves this form is unknown.
- King Dedede now throws only Gordos instead of a mix of Waddle Dees, Waddle Doos, and Gordos.
- Yoshi stands upright now.
- Yoshi's down aerial seems to have more horizontal knockback on the last hit.
- The eggs coming from Egg Throw now have a rainbow effect to them.
- Sheik has two new specials: Burst Grenade for her side special, and Bouncing Fish for her down special.
- Zero Suit Samus's kicking attacks are more powerful, thanks to her new jet boots.
- ZSS apparently has a new up special similar to Cammy's Cannon Spike from Street Fighter.
- Pit's new Final Smash is the Three Sacred Tresures.
- The gliding mechanic has been removed from Pit's repitoire- though it's unknown if it affects other characters that have this mechanic.
- The Power of Flight is Pit's new Up Special.
- Charizard seems to have gained a new flaming tackle move- possibly a new down special.
- Charizard's X form of his Mega Evolution appears, though it's unknown how it is obtained.
- Kirby's side special, now known as Hammer Flip, is now chargeable and acts similarly to Dedede's Jet Hammer in that he can move while charging.
- Kirby's new Final Smash is the Ultra Sword from Kirby's Return to Dreamland.
This was all I could gather from the Direct. I'll watch it again and try to find what I missed.