You'll find Megablasts and Return Trails under the Competitors tab > Select any character.
You can wait for these to unlock naturally as you level up, or you can spend Rocket Parts (earned via gameplay) or Rocket Fuel (microtransactions currency).
- Standard Megablasts unlock once you reach lvl 16 with a specific character.
- Standard Return Trails unlocks once you reach lvl 27 with a specific character.