To unlock these characters/ "goodies" simply....

Unlockable	How to Unlock
"Bike" type Gear (Power)	Unlock Eggman
"Skate" Type Gear (Speed)	Unlock Shadow
Aiai	Finish All Missions
Babylon Story	Complete Hero Story
Chaos Emerald Gear	Complete Every Mission With A Gold Ranking
Eggman	Complete Babylon story
Jet Missions Simply	Complete Storm And Wave's Missions (No specific rank)
Magic Carpet Gear	Complete Babylon Story
Nights	Finish All Missions
Rouge The Bat	Complete Hero's Story
Sega Carnival	Complete Hero Grand Prix
Sega Illusion	Complete Babylon Grand Prix
Shadow The Hedgehog	Complete Hero's Story
Super Sonic	Complete Jet's,Storm's, and Wave's Missions with "Gold" Ranking
Ulala	Finish All Missions