Scenario Select
Highlight Scenario on the Main Menu. Next, hold L + R + Y and
press A. When the Stage Select screen appears, choose any scenario
and press Start to begin play.
Sound Test and More
Turn on the game and watch the introduction. When the "Press
Start" screen appears, hold L + R and press Start. This will
let you view all the things Gaia says, perform a sound test and
view the ending.