To fight a boss on each stage, you first need to look at all the gravestones until you get a secret word, then you need to type that word in the room where the big seal is. Here are all the boss passwords for each stage:
While playing, on the very first screen, pause the game with F2, type Z, E, U, S with the MSX Keyboard and unpause. Now, when you get a game over, you can continue with F5.
Press L on the title screen.
From starting room, go up 4 screens, left 2 screens, up 3 screens and right 2 screens. You will arrive in a room with a lift moving horizontally. Get on the lift and quickly press Right, Down, Left, Up. If done right, the Dagger will appear on top.
If you play with Q-bert in slot number 2, you will start the game with full vitality, arrows, coins, and keys.
After getting the Dagger (it looks like a sword), you can type UMBRELLA on the keyboard on any room with bats to automatically kill them all. You don't have to pause or anything, just enter the room and type.
As long as you already opened the doors to any of the 9 worlds, you can quickly warp to any of them by pressing F1 to enter the inventory screen and then pressing any of the number keys. Each number will take you to the respective world.
If you put Knightmare in cartridge slot 2, you can revive Popolon or Aphrodite 99 times in death's shrine. Normally this can be done only once (but if you ask the password of the game and re-enter it, you can always do it again, even without Knightmare in slot 2)
At the title screen, press L to enter the password screen.