To unlock first person mode, complete story mode once.
Dark Star Vs. Stage: play 50 Vs. matches.
Parts Index & Useable CPU's in VS Battles: use story mode and beat a new journey.
Ray Warrior: get a gold trophy on all the cups in Amusement Park then talk to the policeman at the front gate
Ray legend: get a gold trophy on all the cups in Z headquarters and then talk to Oboro.