This game is an update to a previous game, Sonic Mega Collection, for the Playstation 2, xbox and PC. This update to the game adds 6 additional Sonic games from the Game Gear handheld.
Unlocking games requires certain games to have been played a certain number of times, or rather opening them, as it is possible to unlock the games by repeatedly opening and closing games. The last game that is unlocked is Comix Zone and it requires all other Genesis games to have been played 50 times. So the surest way to unlock everything is to go through the games and opening and closing them 50 times each.
In addition to unlocking games, there's also a number of tips for each game that are unlocked by playing the game a total of three hours.