Once you've learned the Split Up, Bill Drill and Hatch abilities, make your way to the Wooded Hollow. Enter Heggy's Egg and bill drill the boulder to reveal split up pads. Split up and control Kazooie up the ramp to the top of Heggy's Egg. You'll find a secret yellow egg here, so use your hatch ability on it and you will be able to play as Jinjos when in multi-player mode.
Once you've found the mega glowbo from the ice chest, go (or warp) to Pine Grove and enter Humba Wumba's wigwam just outside of witchyworld. Give her the mega glowbo and Kazooie will be transformed into a dragon, which is much more powerful than normal Kazooie. Jump in the pool again to return Kazooie to her normal state.
When Banjo is by himself and has the Pack Whack, jump in the air and press B to use the move. Quickly after pressing B, jump again, and Banjo will perform a double jump. This is useful for reaching Taxi Pack easily and also for navigating the boxes in Grunty Idustries. It won't save you from high falls though, even if you use it before hitting the ground--but it is fun to watch Banjo get hurt from a seemingly short hop.
Beat the game 100% to unlock the Character Parade movie in Replay Mode.
If you want to play as other characters such as Grunty, simply select single game then a shootout. Select pick characters and press to see various characters. There are also other options in single game.