Progress through the game to unlock the first three Danger Room missions.
Six more Danger Room missions are unlocked by collecting all Sentinel files and Weapon X files with all characters.
Comic alternate costume:
Collect all Sentinal Techs with a character to unlock his or her alternate comic costume.
Street alternate costume:
Collect all Weapon X files with a character to unlock his or her alternate street costume.
Finding Tech Pieces:
To save time and frustration, run through the level on novice to find all six Tech Pieces, then distribute mutation and save the game. Go back on the higher levels to gain the missing mutations, without worrying about racing around trying to find the pieces (especially on timed missions).