At the Game Select screen press Z, Left Button, Right Button, and A
Change Character Colors
Begin a Puzzle Mode Game, get to choose path screen, press Left, Left, Up, Down, Left, Right, Left, Right, then L+R.
Character Select
At the Title Screen, press L, Up, R, Down
Extra Levels
Enter L, Up, R, and Down on the title screen and select Puzzle Mode
Harder Levels
During gameplay press Left and Right Buttons+A+Z
Level Skip
Press Left, Left, Up, Down, L, R, L, R, and L+R in Puzzle Mode before selecting anything
Secret Characters