Press L or R 3 times at the title screen (NOT the "Presented by Namco" screen). Then select any option from the main menu to hear either Pango's or Guntz's voice instead of Klonoa's.
4
After you lose all HP but before you get returned to the map, there's a short amount of time in which you can use an item. This is especially useful with healing items, as they act like an Angelic Ring and revive you.