Successfully complete "Knight's Passage" to unlock Gawain, Lancelot, and Percival in Adventure mode.

Successfully complete the indicated tasks to unlock the corresponding character in multiplayer Battle mode:

Amy Rose: Defeat the final Boss.
Big the Cat: Find Big in every level.
Blaze: Defeat Lady Percival.
Jet: Earn a "5 Star" rank on "Great Megalith" by getting a good time.
King Arthur: Collect all five of "King Arthur's Legends".
Knuckles: Defeat Sir Gawain.
Merlina: Defeat the Dark Queen in under one minute.
Shadow: Defeat Sir Lancelot.
Silver: Successfully complete the "Lancelot Returns" mission in the Deep Woods.
Tails: Successfully complete the first "Castle Camelot" mission.

Successfully complete the indicated task to unlock the corresponding profile at the "Gallery" menu:

Blacksmith (Tails): Use the Blacksmith twenty times.
Nimue (Amy): Successfully complete "Crystal Cave - Rampage" with a "5 Star" rank.
Sir Galahad (Silver): Successfully complete "Knight's Passage - Legacy" with a "5 Star" rank.
Sir Gawain (Knuckles' Profile: Successfully complete "Titanic Plains - Defeat the Boss - Sir Gawain" with a "5 Star" rank.
Sir Lamorak (Jet): Successfully complete "Dragon's Lair - Legacy" with a "5 Star" rank.
Sir Lancelot (Shadow): Successfully complete "Deep Woods - Defeat the Boss - Sir Lancelot" with a "5 Star" rank.
Sir Percival (Blaze): Successfully complete "Molten Mine - Defeat the Boss - Sir Percival" with a "5 Star" rank.

Successfully complete the indicated task to unlock the corresponding medal:

Medal of Lancelot: Defeat Lancelot, and collect the game piece after the level. This medal changes the music to "All Hail Shadow" by Crush 40.
Medal of Gawain: Defeat Gawain, and collect the game piece after the level. This medal changes the music to Knuckles' theme from Sonic Adventure.
Medal of Percival: Defeat Percival, and get the game piece after the level. This medal changes the music to that which plays when you fight Blaze in Sonic Rush.
Medal of Sonic: Successfully complete the "Knights Passage" Legacy level, and get the game piece after the level. This medal changes the music to "What I'm Made Of" from Sonic Heroes.

Collect all seven World Rings in the Legacy mode levels to unlock the "Seven Rings In Hand" (Crush 40 version) song at the "Gallery" menu.

When you see an opening, attack her, then guard. When she does the fire tornado, wait until she stops spinning to guard. Repeat this until Blaze has been defeated.

When you first start, press A or Z to dodge the first three attacks. When she pulls her hand (left or right) to attack, wait until you see the Wii-mote appear on screen to attack. Dodge what she fires at you, and attack her like before. Then, press B to use Soul Surge. Keep swinging the Wii-mote. Repeat this until she has been defeated. When she turns black, she is almost dead. Be careful; she may try to stab you. Defeat her in less than 2:30 minutes to get a lot of followers.