My opinion - Unlockables should be there to make a roguelike *harder*, not easier. A lot of the fun, and just about all of the awe, sense of acheivement, and sense of adventure, is taken away when a player uses a cheatmode. Certainly don't make them unlockable.
A training mode isn't a bad idea - I wouldn't make it an easier difficulty though, I'd make it a set of training courses, with badges for performance.
For example:
Training room 1:
Advancing targets.
Player must destroy approaching targets with his weaponry, and starts with the 'juggler' trait. Targets are monsters from the game, including former humans, sergeants, cacodemons, former commandos, arachnotrons, and barrels. The trick is, of course, realising which monsters you can leave until later, and which monsters must be killed quickly.
Skill learned - how much damage each monster can receive before dying, and which weapons are good against which targets.
Training room 2:
Obstacle course.
A player with only the 'tough as nails' trait must navigate through a level containing many barrels and acid, without a gun. A small handful of monsters make life difficult by shooting at the player.
Skill learned - monster firing trajectories, and areas of effect.
Training room 3:
Traumatic stress training.
Player with 'hellrunner' must complete a normal level without weaponry (pacifism).
Skill learned - how to use running mode, and learns that a level can be completed without killing monsters (important skill for doomrl).
Training room 4:
Cover excersise.
Player starts a 'hell's arena' type level level on 10% health, with a pistol and 'dualgunner' (second pistol can be taken from dead oponent). Must clear the level of it's inhabitants - former humans and demons.
Skill learned - corner shooting.
I'm sure there's plenty more ideas for training rooms. The idea here is that the training actually teaches something that a player might have missed just from playing on 'I'm too young to die', and also introduces the power and nature of some traits.
To make it appealing to veterans, a player could be scored on time, damage taken, percentage of monsters killed, etc, for each training excercise. Thus, getting a 5-star rating from training would be a challenge mode in and of itself.
Disadvantage - obviously, it'd take more work than the other ideas (level design needed etc).