Well, some Shadow skins are more appealing than others, Shadow Jago’s in particular, but he has several awesome colors. Just look through and see what fits your taste.
I guarantee that if you try all the characters out, like trying to get the achievements for those particular characters, you may find several you like.
Yes, only the daily rewards and challenges (to my best knowledge) are how you earn gold. However, the amount you earn grows as you do more days on the login system. The closer you get to 100 days, the more significant the rewards get, and gold is no exception.
Outside of challenges, you got to buy gold. you really don’t need it for much though. Gold may also come with certain purchases like the Definitive Edition package. Gold can be used in shadow lords to buy special guardian packs, but you can also buy them with your earnings from playing shadow lords, which it’s fairly generous with anyway, so I wouldn’t waste my gold on that.
Really, gold should be used to purchase alternate outfits and accessories for your character in the store and collection menu. Most of the accessories can be earned by ranking up your character’s level, and some of them can only be earned that way too. Others have to be bought with KI gold, or usually are sold as part of a package deal like the Definitive Collection I think has all characters, costumes and accessories unlocked for you by default. Gold can also buy mimic and shadow skins as well, but those can be earned in game other ways too. There’s almost nothing you can’t get through the course of gameplay.
Shadow Lords is really deep, it can be a bit intimidating at first, but after you learn it a bit, it is quite fun. Eventually though, no matter how well you play, no matter what difficulty, the Shadow Lord descends. If you lose at any point though, all the items and things you earn carry over from one playthrough to the next, even if you change difficulties. So start easy, learn it, then progress to harder challenges as you go.
Hope that answers some of your questions.