To use cheats such as alternate modes, And Knuckles and Debug, you must go into Mania Mode and hover over the 'No Save' icon on the right. Next, press Triangle (or Y on Xbox, or X on Switch) to activate these options.
Oh, that's easy... It's even mentioned right there on the screen when you hover over the No Save file...
The Secrets menu has:
- Debug Mode on/off toggle
- Sonic Ability toggle between Mania and CD. Mania means you have the drop-dash ability by holding jump after you hear a ring noise in the air... CD means you have the peel-out ability by holding up and jump on the ground, similar to spin-dash... I dunno why you can't just have both...
- & Knuckles on/off toggle
All of these toggles only take affect when you start a new game on the "No Save" file, so it's not at all a legit way of playing through the game... also the & Knuckles mode replaces Tails when you choose a Sonic & Tails game... damn, I was hoping you could go through the game with all 3 characters.
When playing with Debug Mode on, you can press X to turn Sonic into an object placement cursor, and you can cycle through the objects with the jump button, and place them onto the level with the Y button... I wonder if doing Blue Sphere stages in this mode will count all the medals you get? If so, this is very useful... otherwise I guess it's only useful for practicing Blue Sphere and UFO special stages in order to get good enough to clear them in the main game.
There's also the Level Select mode.
PS4: Select the No Save option on the far right of Mania Mode with Debug Mode enabled, and press Options, Triangle and Square.
Switch: On the title screen, press Y + B buttons together.
Xbone: Select the No Save option on the far right of Mania Mode with Debug Mode enabled, and press the Menu button, Y and X together.
If you've already beaten the game though, you already have instant access to every level through Time Attack mode or by choosing the starting zone in your completed file in Mania mode.
Actually, this is also where the Sound Test is hidden.
You also get instant access to the first UFO and Blue Sphere special stages in the Level Select... but ONLY the first for some reason? Whenever you beat a level through Level Select mode, it just puts you back out to the title screen.