Unlock the characters in the following order. Certain characters can only be unlocked after reaching a certain requirement. It is recommended that you play with each character on the HARD difficulty setting so you do not need to backplay time after time.
Win the game with Roronoa Zoro (Hard mode suggested. Can be unlocked on any difficulty setting).
Win the game with Monkey.D.Luffy (Hard mode suggested. Can be unlocked on any difficulty setting).
Win the game with Tony Tony Chopper (Hard mode suggested. Can be unlocked on any difficulty setting).
Win the game with Nico. Robin (Hard mode suggested. Can be unlock on any difficulty setting).
After unlocking all the other characters above win the game with Wiper and Monkey.D.Luffy on Hard difficulty setting. (Refer to unlocking Wiper).
Once you've gained Enel, win the game with Usopp on Hard difficulty setting.
After gaining Hina, win the game with Sanji on Hard difficulty setting.
After unlocking all characters above, beat Training mode with all of Luffy's crew and then win the game with Smoker on Hard difficulty setting.
Red Hair Shanks:
Once you've gained every other character, win the game on Hard mode using all of Luffy's crew then win the game once more with Luffy on Hard mode.
Luffy's crew consists of Monkey.D.Luffy, Roronoa Zoro, Nami, Tony Tony Chopper, Usopp, Sanji, Nico and Robin.
Unlock The Marine HQ:
Play the BOMB x51 catching game in Training mode.
Unlock The Windmill Village:
You can unlock this stage by collecting all the cards. This stage can only be made available after you unlocked Enel.
Several Characters (mostly Luffy's crew; wich consist of Luffy, Zorro, Sanji, Ussop, Chopper, Nami and Nico Robin) have 3rd and 4th Alternate costumes which are unlocked by doing several tasks.
Luffy's Crew 3rd alternate costume:
In training mode, complete the training list with Luffy , Zorro, Sanji, Ussop, Chopper, Nami and Nico Robin.
Luffy's Crew 4th alternate costume:
To do this, you must choose the VS option, go against computer in Hard with 3 rounds and try to finish all the rounds with the super level 2 special.
Wiper's 3rd Costume:
After getting all the costume, complete Training mode with Wiper again.
Shanks 3rd and 4th Costume:
After getting Luffy's pirate 3rd & 4th costume, complete Training mode with Shanks.