Fire Emblem Unlock Bonuses:
Beat the game once to unlock all of the Extras in the menu. This includes Tactician Rating, Sound Test and Movie Gallery.

Unlock Hard Mode:
To unlock Hard Mode, beat the game once.

Weaken Stronger Bosses:
An easy way to defeat strong bosses use indirect combat before using Lyn or another direct attack. In level 10 you can also pick up a steel bow for Wil and Rath. This helps a lot against final bosses.

Get Merlinus:
In order to get Merlinus, complete the side quest that comes after chapter 13, the one where you must protect Merlinus for seven turns. If you successfully complete the side quest, you'll get the option to dispatch Merlinus, a merchant who will store some of your items when you can't carry them. Just follow the instructions that follow after you get merlinus.

Buried treasure:
In the chapter where you first meet Pent and Hawkeye, go near the fossils on the ground with a thief character to find some rare items. There are two items by each fossil.

Yet More Hidden Characters:
Guy : Talk to him with Matthew.
Erk : Talk to him with Serra.
Priscilla: Visit the village in the same level with Erk.
Raven : Talk to him with Priscilla.
Lucius : Talk to him with Raven.
Fiora : Talk to her with Florina.
Rath : Talk to him with Lyn.
Hawkeye : Talk to him with Eliwood.
Wallace : Talk to him with Lyn, Kent, Sain, Wil, or Florina.
Geizt : Talk to him with Dart.
Vaida : Talk to her with Eliwood.
Renault : Visit the ruins in the top left corner of Chapter 30.