Collect all the graffiti souls in the game. When you go to the graffiti change menu, under each different graffiti size will be an individual word (or two) that will be part of the message. When you put them altogether in order from super small to extra large, you will get a message.
Go to Dogenzaka Hill. Go all the way down to the place where the statue is located, or is supposed to be. Then, skate down the object that resembles a roof. When you fall off the big roof, turn around and look at the drop that you just fell off from. If done correctly, you can look to the right and see a man wearing black and orange with yellow hair. If you skate up to him from the side, he will not run and scream. Instead, he will just start rolling as if he were on a skateboard. However if you try to touch him again he will fall down and scream.
When you first unlock Test Run, you may not even have any playable levels. To unlock a level, you have to complete all of the Street Challenges and get all of the Graffiti Souls in it.