Well, I messed up a bit. I didn't realize until fairly far into the game that I had to ring the bell in Traverse Town three times to open the keyhole, and in my level 30s, it finally dawned on me and I rang it, then did the boss battle and closed the keyhole. But I didn't learn Aero and I have no idea why..
Also, I can't play the Pegasus Cup, when I go to the Coliseum, Phil just asks if I want to practice on barrels.
I've completed Halloweentown, so you know how far in I am. Someone please help, I need to unlock these things!