Naruto Shippuden: Ultimate Ninja Storm 4 provides you with plenty of different game modes that will keep you busy for quite awhile. Beyond that, there are a number of collectibles that you can earn throughout the game that are known as Ninja Treasures, which can be used to purchase items in game, namely the long list of costumes available.
We already told you how to earn the in-game money called Ryo very quickly in another guide, but you will also need the variety of different Ninja Treasures as well to unlock the costumes on top of that. These are split between ANBU Masks, Shurikens, Kunais, Ninja Blades, and Scrolls, with these Platinum, Gold, Silver, and Bronze variations, though only the Platinum and Gold Ninja Treasures will be needed for the costumes.
Similar to with Ryo, the first thing you will want to do when starting the game is without a doubt the Story Mode. As you play through all of these, you will earn a ton of the different Ninja Treasures just by using different attacks and abilities in battle. However, the biggest thing you will want to try and do is look at the special objectives, which will reward you with Ninja Treasures for completing them.
There are a bunch of different objectives throughout story mode, including asking you to execute three jutsus in one battle or finishing a battle with a Secret Technique. These will get harder to pull off as the game gets more difficult, such as the ones asking you to finish the level with a certain level of health or better, but you still should be aiming for them whenever you can.
After completing Story Mode, you will want to move onto Adventure Mode that gives you the ability to explore. Within this mode, you will be tasked with missions that will provide Ninja Treasures for completing first of all. However, that is not all, as you can also find breakable objects all around the place that house even more Ninja Treasure.
You can also earn Ninja Treasures within Survival Mode, with the higher difficulties rewarding you with even better treasures. Overall, while this can provide them better once you unlock the higher difficulty, this one may end up being more of a pain. This is a more viable option once you get really good at the game and may be one of the fastest methods overall, but overall I would stick with Story Mode and Adventure Mode instead. Those modes allow you to just run through them fairly quickly and the Ninja Treasures are plentiful.