Beat the game and it will ask you to make a clear data. By loading the clear data you will start at the Save Plate in the Elza with Hakase/Professor blocking the way. This will also unlock dungeons and events with this. Data from other Xenosaga games on your memory card will unlock new features when you start a game.

Load a save file that's been beaten from the first Xenosaga game or Xenosaga Reloaded to unlock bathing suits for Kos-Mos and Ziggy.

Loading the clear data from Xenosaga1, you can receive more skills points depending on character levels. The normal starting skill point is 600 + (level of character) times 30. So if your characters are lvl99 in Xenosaga1, you can get 3570Skill points! WHAM!