Mortal Kombat 11 contains an unlockable character called Frost. She's the only character that needs to be unlocked manually. Everyone else is unlocked from the start.

How to Unlock Frost: Play the 4th Chapter in Story Mode and always choose to play as Sub-Zero (4 choices total in this chapter). When you do this you unlock Frost after the chapter! There are some reports that is also works when you pick 4 x Scorpion in a row, as long as you don't mix between Sub-Zero and Scorpion.

You find Story mode from the Main Menu under "Konquer" - "Story".

If you've already beaten the chapter and picked Scorpion don't worry! In Chapter Select it shows you exactly which choices you made and you can replay that part and make the other choice. Just make sure you got all 4 Sub-Zero choices ticked off in Chapter 4.

That's all there is to unlocking Frost in MK11, enjoy this new character!