Gearbox Software just announced today that the DLC character Mechromancer is coming a week earlier. Since the DLC was planned for an October 16 release, that means the DLC will be released today on Playstation 3, Xbox 360, and PC.
People who pre-order Borderlands 2 gets Gaige the Mechromancer for free, while players that didn't, will need to cough up $9.99, or 800 MS points.
The Mechromancer is the first DLC for Borderlands 2, and its possible that more DLC characters would follow in the future.
If you want to prepare for the Mechromancer, Gaige's skill tree calculator is up on Gearbox Software's official site for you to tamper with.