By beating the Arcade Mode, you can unlock these secrets. It can be done on any difficulty with the System Direction Mode set on Normal.

Effect - Code

System Direction Page 8 - Beat Arcade Mode with 5 Different Characters.
System Direction Page 9 - Beat Arcade Mode with 10 Different Characters.
System Direction Page 10 - Beat Arcade Mode with 15 Different Characters.
Extra Options - Beat Arcade Mode with Gill.
Gill - Beat Arcade Mode with all of the Characters.