As you play through all the instruments and their Careers you will come across Musicians that can later be unlocked once beating them in a battle or performing with them. Once they are unlocked you can purchase them from the Rocker select screen, Skeleton costs $6,000 to purchase. You will be able to purchase him after you complete the 18th gig (New York) in Vocals Career on any difficulty. Simply play any song as him in either Career or Quickplay.
-It is possible to play with Skeleton online before you purchase him, you must have him unlocked before you can select him though. To change your musician online select Preferences then Rocker.