Successfully complete the indicated task to unlock the corresponding character in Free mode:

Amy Rose: Successfully complete all Soleana mystery missions with an "S" rank.
Blaze the Cat: Successfully complete all Soleana mystery missions.
E-123 Omega: Successfully complete all GUN Commander missions with an "S" rank.
Knuckles the Echidna: Successfully complete all Town Stage missions with an "S" rank.
Miles "Tails" Prower: Successfully complete all Town Stage missions.
Rouge the Bat: Successfully complete all GUN Commander missions.