They unlock in a set order. The Afterlife unlocks cannot be accessed if you haven't unlocked everything before that. If you start as a Ghost, then nothing is unlocked. You unlock things by gaining Satisfaction Points and filling the metre. Once you unlock Rebirth (which Sims should be striving for before they die), you can start unlocking the rest.
• You can complete your Bucket List Rewards when alive and/or dead, you don't miss out if you die before finishing them.
• You can complete your Unfinished Business Rewards only when dead, so keep playing until the sim dies of old age, or dispose of them early if you are impatient.
You can choose to Rebirth at the end of the Bucket List Rewards (Rebirth unlocked) once you reach it, or finish the Unfinished Business Rewards for Rebirth + Burning Soul trait (which give bonus skills & traits). As a Ghost you also have the additional options to Move On or work towards Resurrection if you decide you don't want to Rebirth after all.