Collection Completionist Achievement

For secret characters, in Main Menu, go to Fighter Awards, 'Y' to toggle Challenge Progress and any with ??? press 'A' for How to Use.
This is also helpful to see who you've completed the games with.

Also when Highlighting a game in the game selection, press 'X' for Game Settings, 'RB' for EX Settings where you can change for characters enabled or Easy Select (which means pressing a certain direction on a certain character to get a secret character, e.g. Hyper Street Fighter II > Press Up on Super Turbo Ryu for Akuma instead of using the cheat code to unlock him).