Unlock Challenge mode:)
Finish the game to choose any level for game play.

Upgraded suit for Kelly:)
Get to level 8 to get an upgraded suit for Kelly.

Get all of the Halley's Core Pieces from each level. After collecting the last one, she evolves into Kelly level three.

Civilian Base 1:) Halley's Core Piece:)
In the room that has the three plasma hook things, there is a small room near the roof of the area. The room is facing the way to the next room.

Civilian Base 2:) Halley's Core Piece:)
Go up one level at the narrow shaft, then fall off the side. Go down by using the areas in the corners.

Civilian Base 3:) Halley's Core Piece:)
Look for five SVN drones in a star formation after falling most of the way down. Enter the door on this level. The piece is under the platform just beyond it.

Naglfars Pit 1:) Halley's Core Piece:)
Look under the platform that you start on.

Naglfars Pit 2:) Halley's Core Piece:)
It is in very middle of the level, on the ground.

Valley 1:) Halley's Core Piece:)
It is in the highest platform area of the second set of mushrooms.

Valley 2:) Halley's Core Piece:)
Look in the floating platform area with the strong air currents,  above and to the right of the north exit.

Valley 3:) Halley's Core Piece:)
Search in the area that looks like where the Drive Gun is found in the Valley 1 level.

Yggdrasill 1:) Halley's Core Piece:)
Found next to the wall, about half way down.