Unlock Bonuses
Damnation - To unlock this sorcery for all characters, you have to unlocked Valeska.
Extra weapon for light characters - When you unlocked Valeska, at the same time you unlocked her weapon for all light characters.
Extra Scenario - When you finish your game the first time, you will unlocked the secret Scenario.
Tanathos - Beat the game with all Characters, including Valeska.
Valeska - Beat her (yes, her) in story mode, with any character.