Beat the game as Zizou. It doesn't matter what you do, just finish the game. This must be done in order to unlock the Playing Levels menu.

Beat the game as Riva. Again, doesn't matter what difficulty, just beat the game. It's a bit more tough thanks to Zizou, but it's doable.

Do not install anything. On 3DS, I was able to quit out of the game if I installed anything, but I'm not sure if that still applies here. You must also use Manual Install mode so you don't install anything.

Don't buy anything. This is pretty easy to do.

Beat the game in 45 minutes. Surprisingly easy. It's a bit hard if it's your first time, but it's doable.

Collect every Syega piece. It doesn't matter which character you pick.
Already a guide for that,
https://test-steamproxy.haloskins.io/sharedfiles/filedetails/?id=626519470
If you need it, here's a video.
https://test-steamproxy.haloskins.io/sharedfiles/filedetails/?id=679304586

Beat any boss without damage and using technical skills (with an exception, which is Riva and Zizou because they have no weakness). If you play normally, this is easy.

Max out all parameters. This achievement will take you a couple hours to grind everything.

Beat the game with zero Syega. The only problematic Syega piece is the first one in Klinsy's stage, where you can easily walk into it.

The perfect run. No deaths. Impossible.

Block 50 times. You'll probably want to find a spot where many projectiles are thrown, and just block.

Beat the game in Lunatic mode with Zizou (or Riva). Good luck, I've tried for weeks and I still haven't beat it yet. I would recommend boss weaknesses.

Complete EVERY single achievement.

Beat the game once, then get all Syega and then max out all parameters. Complete the Bosses without damage or technical skills, then create a new save file. Beat the game without installing anything and without upgrading parameters. (If you're a daredevil, beat it without Syega.) Then, create yet another save file, but pick Riva instead of Zizou. Complete True end, Goddess, and Zizou. Create save file #3, then beat Dodge. Beat Lunatic mode with Riva and Zizou, and attempt to beat blocking. Then, pick Easy, and beat the game without losing more than 5 hearts. After that, create the final save file and beat the game without losing any Syega if you didn't already. You should get Game Master

June 27th, 2022 - Minor Update: Adding some additional information.