You are talking about the first Ultimate Ninja game, right? Not one of the others?
Beating the game once unlocks Neji.
Beating the game with Neji unlocks Hinata.
Beating the game with Hinata unlocks Haku.
Beating the game with Haku unlocks Zabuza.
Beating the game with Zabuza unlocks Gaara.
Beating the game with Gaara unlocks Orochimaru.
If you complete all B rank missions, you unlock Naruto's Kyuubi mode.
Once you get chunin rank, you unlock Sasuke's Cursed Marked form.
If you used a cheat device like a GameShark, it's possible to skip your rank past the chunin rank and mark all missions as "completed" without actually going through the missions or ranks. If you do this, it might cause you to be unable to unlock the last two characters. I'm not 100% sure about it, because I've never used a gameshark on any Naruto games - but as a programmer I can see how the "character unlock flag" might not be tripped.
Well, GameSharks are "cheat devices". What they do is they inject data to the RAM of a console and freeze it, effectively changing values. For example, you could use a GameShark to freeze your health at 100% so that no matter how many times you get hit your health never decreases.
The original "cheat device" was the Action Replay. It's been made for just about every console, but eventually InterAct bought the rights to it and rebranded it as GameShark - but InterAct is no longer in business so they gave Datel the rights to Action Replay again. There are other "cheat devices" like Game Genie or CodeBreaker. The only consoles that haven't had cheat devices are XBox 360 and PS3 - the Wii had one for a short while but with a firmware update it disabled the cheat device.
Naturally, for any of the games listed on this website you can always ask for assistance here. But if you want a reliable "cheats" website for other games you can visit http://www.gamefaqs.com/ and search for the games you're looking for. They not only have cheats but guides and walkthroughs too.