Defeat the Kraken Boss in World 3 (Coral Cave) to unlock Blaze The Cat.
Defeat the Titan Boss in Big Swell. Then, go to Seagull Beach on Windmill Island. Talk to the Koala with the guitar to hear the music, dialogue, and sound effects. Note: This will also unlock additional missions.
Collect all Sol and Chaos Emeralds to unlock Deep Core, the final extra Boss stage.
When you complete the game, after fighting at Big Swell, Tails will ask you to get material for him to power up your watercrafts. Although it is annoying going through stages, you must power up the water bike twice to get the Emeralds faster. Note: This excludes Sol Emeralds. Also, Tails might ask you to power up before the game is over.