Beat the Main game once to unlock the following:

Unlockable	How to unlock
Arena Mode	Beat the game once.
Extra mode	Beat the game once.
Kirby Master video	Complete both arenas, and get %100 on Main and Extra game.
Play as any character in Arena	Beat Arena once.
Play as any character in True Arena	Beat True Arena once.
Sound Test	Beat the game once.
True Arena	Beat Extra Mode.