Beast Select
At the Title screen, hold A + B + C + Down/Left and then press Start.
Sound Test
At the Title screen, hold A + C + Up/Right and then press Start.
Continue
When you run out of lives and the game ends, wait for the title screen
to appear. Hold A and press Select to continue from the stage at where
you died.
Level Select
On the main title screen, press B and Start
to access the Hidden options screen. From here, you can select the
difficulty, which level you wish to start at and what kind of beast
to play as.