Unlock Nights level:
Beat Easy, Medium, and Hard Mode in the Nights game.

Unlock Free mode:
Beat all three levels in Puyo Pop Fever.
Unlock 6 new SEGA songs:
Get Perfect on all Samba De Amigo songs.

Play as Shadow:
To unlock Shadow mode beat all 3 levels (Easy, Normal and Hard) and receive a message which will confirm correct entry.