Completion bonus
Successfully complete the game and save when prompted after the credits. You can resume the game using your cleared saved game file with your previously earned items, gear, Materia, and more.

Stat boost
When you meet Hojo in the laboratory, talk to him once then go to the glass pod near him and enter it. The was the pod in which Red XIII was trapped in Final Fantasy 7. Once entering, Hojo will lock you up and ask a few questions. Based on your answers, you will be given a stat boost

Mission difficulty levels
The game automatically labels missions with a difficulty based on your level. However, it does not take into account stat bonuses from Materia or accessories, so you could actually play a very hard mission and find it to be about normal difficulty. 

Status Ward materia
Status Ward materia can be found in multiple missions. If you equip it, you will be immune to any status ailments that your equipped Materia can cause. Note: This works for the Dark and Hell Materia, such as Dark Blizzard or Hell Firaga. If you combine a Hell Materia with a Status Ward Materia, you will be immune to the following: Silence, Poison, Stop, and Death. It works very well in the latter missions.