Alternate Ship:
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If you're interested in using an alternate ship from the one you'd otherwise
automatically start out with, try the following. At the title menu, hold the A
and B buttons and press start with the buttons held. This will give you a newer,
fancier looking ship to use.

Wormhole to next level:
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Do you see those metal mask structures that create plasma spheres that destroy
all enemies when you touch them? There are 2 kinds. The ones that look like
machines and the ones that have smiling faces. Shoot the ones that have faces to
create a Plasma Sphere. Don't touch it until the white part of the sphere
vanishes. Now touch it. You'll be instantly warped to the next level. Most
levels have at least one. However, they're commonly placed in high speed areas
or behind the mask ones.