Buy all the items from the shopping page. Note that the broach at the bottom won't be available until you beat the game and Fever Royal Z won't unlock until you beat every song in Free Dance.
I'm sorry I'm not going to be able to post a comprehensive list of the books, but I do know you need to do some of these for particular books.
Beat a song with note speed set to 7
Beat a song with note speed set to 1
Beat a song using each of the books above once.
Buy all other books