After you beat the last boss and the credits roll, you will be asked to save. Create a new save file, and when you start it, you will start a new game, but your save file will haev a star next to it, and you will have access to even more stuff.

Effect - Task

Nereid's Labyrinth Dungeon - In a New Game + file, go to the Orbus Barrier to find a new dungeon
All dialogue - Go into the Customize menu of a new game + file
All cutscenes - Go into the Customize menu of a new game + file
All camp/help skits - Go into the Customize menu of a new game + file