Select the "Start Game" option, and create a new character. Then, enter one of the following cheat codes as your character name. Select "Yes" to confirm the code, then you can rename your character as desired. Note: Only one code can be enabled at once. Additionally, you cannot earn achievements while using cheat codes.
Effect
Code
Unlock Wall Drift from Mega Man X
S&CBHR
Unlock Wall Drift from Mega Man X, and change character blue