Once you have completed the game, make sure you have saved it. Now you can be able to choose whatever level you want. Now before selecting the level, you can change your character using the functions L2 and R2.

Complete the game and save. When you load in future, you'll be able to choose which level to play. Also, before selecting the level you can change your character with the L2 and R2 buttons.

Extra Characters & Level Select

Complete the game and save it. When you load this game in future, you'll be able to choose which level you want to play. Also, before selecting the level you can change your character with L2 and R2.