With regards to getting the watch all videos achievement, you want to make sure that when playing the Bonus Game you only select the Bonus game because otherwise you can very easily end up resetting this achievement to the point that you'll have to play the whole game again just to get the no skip achievement even if you didn't skip the videos on the first play through of the main game.

If you do accidentally "play game" it won't ask you if you want to play the bonus game or if you want to start a new game, it will just start a new game. If you accidentally do this then wait until then menu button appears and maybe the achievement won't get reset to nothing, but it probably will get reset though.

Summary:
DO NOT SELECT 'PLAY' on the main menu when playing the bonus game.

http://psteamcommunity.yuanyoumao.com/sharedfiles/filedetails/?id=1296357289