Hold Circle while the Konami FMV logo plays until the game boots up.
Secret Characters
To unlock the secret characters, finish a playthrough on Normal or Hard Mode (Difficulty Level doesn't matter). On your next playthrough, a new box named "Edit Select" will appear at the Character Selection Screen: it contains the secret characters, as well as regular characters with different Attacks Patterns than they normally have. Here is the secret character list, and the "DATA" selection to choose inside the "Edit Select" box to play as the secret character of your choice:
Character
How to unlock
Barobee
Choose "DATA 08".
Dr. Mardock
Choose "DATA 09".
Mint-Herb & Gwinbee
Choose "DATA 07".
Princess Melora
Choose "DATA 10".
Special Ending
To see the Special Ending, finish a playthrough on Hard Mode, with a Difficulty Level of 7, without continuing once.