Unlocking Testament and Dizzy are the first things that you should do since it is the easiest thing to do.
You have to enter survival mode.
Once you reach level 20, your fight will be interupted and you will have to fight Gold Testament. Beat him and Testament will be a useable character in all modes.
Once you reach level 30, your fight will be interupted and you will have to fight Gold Dizzy. Beat her and Dizzy will be a useable character in all modes.

Unlocking Guilty Gear Mode can be an easy thing or a hard thing, depending on which method you use.
The first way, the hard way, to do this would be to get to Level 100 on Survival and them beat Gold Zato.
The second way, or the easier way, is as follows. Unlock Testament and Dizzy first. Then, complete Arcade mode with a timer setting of 60 seconds per match. You must not lose a round. This is easy since you can do this on any difficulty setting.