Not all course elements are available when you first start the game. You will need to clear each world in the Super Mario Challenge in order to unlock new ones. Each world cleared will add between 2-3 new items you can add to your custom levels. The requirements are listed below.

Unlockable	How to Unlock
Arrow Sign	Clear World 7
Bob-Omb	Clear World 7
Boo Buddies	Clear World 9
Bowser Jr.	Clear World 19 (via Coursebot)
Bridge	Clear World 1
Bumper	Clear World 16
Buzzy Beetle	Clear World 5
Buzzy Shell	Clear World 15
Cannon	Clear World 13
Chain Chomp	Clear World 10
Cloud	Clear World 2
Conveyer Belt	Clear World 15
Fire Koopa Clown Car	Clear World 18
Fire Piranha Plant	Clear World 4
Grinder	Clear World 11
Hidden Block	Clear World 5
Ice Block	Clear World 10
Key	Clear World 18
Key Door	Clear World 18
Koopa Clown Car	Clear World 14
Lakitu	Clear World 1
Lava Bubble	Clear World 5
Lava Lift	Clear World 16
Magikoopa	Clear World 17
Monty Mole	Clear World 6
Muncher	Clear World 11
Mushroom Platform	Clear World 4
Note Block	Clear World 6
One-Way Wall	Clear World 14
P-Switch	Clear World 12
P-Warp Door	Clear World 12
Pink Coin	Clear World 19 (via Coursebot)
POW Block	Clear World 8
Rocky Wrench	Clear World 2
Sideways Trampoline	Clear World 9
Skewer	Clear World 17
Spike Top	Clear World 6
Spiny	Clear World 8
Spiny Shell	Clear World 16
Thwomp	Clear World 3
Vine	Clear World 3
Wiggler	Clear World 12
Yoshi Egg / Shoe Goomba	Clear World 13