Get All Emeralds
Start by accessing the level select menu, then navigate to the sound test in the bottom-right corner of the screen. Play sounds 04, 01, 02, 06 in order, and the "emerald-collected" sound should play. All emeralds will now be collected and the player can turn super by collecting 50 rings, then pressing the jump button twice.
At the title screen, press "A" to bring up the main menu. From here press Up, Down, Left, Right on the D Pad then press the A button. Select New Game and you will be taken to the Level Select screen.
Up, Down, Left, Right, A title screen menu. - Level Select
Tips and Tricks
You'll need to collect at least 50 coins - and still have them in your possession - and cross a checkpoint. Once you do, flashing lights will appear above it.
Jump into the lights and you'll enter the special stage, where you run down 3D tunnels, collecting coins and avoiding mines.
You'll need to successfully complete each bonus stage in three parts in order to acquire the Chaos Emeralds.
The rings are scattered across each stage and are pretty easy to pick up, but keep in mind you'll lose them if you come into contact with any mines.
Becoming Super Sonic grants you impressive speed and invincibility (except from long falls), which is useful for running through levels. You must collect all the Chaos Emeralds for the transformation.
The spin dash gives you a boost that will help you get up steep hills and around loops. Simply hold Down on the digital D-pad and press A, and Sonic will begin prepping his dash. Let go of the stick and he'll take off.