At the title screen, hold A+B on Controller 2 and one of these buttons on Controller 1, then press Start to go to the specified level.
Skip to Level 2.
Skip to Level 3.
Sound and music test
While on the copyright screen, hold the A and B buttons. This will access a sound and music test screen. The left and right buttons cycle through sound effects. The up and down buttons cycle through music. You can't exit this sound test without restarting the game.