Dont get your hopes up too high about the story or character development in a Team Ninja game
Regarding the multiple character skins, apparently you buy them from the teahouse.
"The secret teahouse from the beta demo is an online shop (sort of)- you can buy special items using points you gain from playing online"
http://www.gamefaqs.com/boards/181161-nioh/74745941
Hopefully, "playing online" doesn't require PS+ . Id also like to know how you earn those points. Hopefully its from fighting revenants and not other people in PVP.