The problem is that you've declared a class variable ("static sf::Image Image") but never initialized it. In your CPP file, use something like the following:
sf::Image Mario::Image;
That initializes the class variable with its default constructor. The reason for this is that class variables exist per class, not object, and you have to initialize them at some place. That works different for member variables, since they're always initialized when the object is constructed (either automatically by the default contructor, or by the initializer list of your own constructors).
Also keep in mind that you only need to load the image once. You're currently doing it every time a Mario object is created.