Update: Square Enix changed the unlockable system for the North American version of The 3rd Birthday. In fact, it’s much easier to acquire Lightning’s costume compared to the Japanese version. The majority of unlockables can be obtained by completing challenges on each difficulty setting. This includes the shower scene, which would take 50 playthroughs in the Japanese version. One weapon requires six playthroughs, but most bonuses can be obtained by just playing through the game in different difficulty settings.
Original Post: The Japanese version of The 3rd Birthday is tied to Square Enix Members accounts. A hub for the PSP game was created for players to join in cooperative Twisted killing missions. If everyone succeeded they were rewarded with costumes. This is how many players unlocked Aya’s Knight costume in Japan.
Unfortunately, the North American version of The 3rd Birthday does not have this feature. We confirmed this with Square Enix who informed us players will have to unlock costumes and other bonuses without help from the members page.
One way to get Lightning’s costume is to beat The 3rd Birthday 30 times. Yes, 30 times for the Japanese release. The Japanese version gave players another way to unlock this outfit – clear the game once and have seven members stamps. You can earn members stamps by visiting the site consecutively and by getting friends to sign up as Square Enix members.