To unlock a bonus at the main menu, go to the Collectors Caravan and talk to the collector named Lector. She will talk about items that you have acquired. Then, Popo will lecutre you about the item list. When he is done, talk to Lector once again. You will now see the item mission that you have completed, or the right items you have collected. Once you have finished one of the missions, talk to Lector to unlock an introduction or picture in the bonus menu.