When leaving one area of a dungeon, hold the controller left or right as the map disappears. When the next one reappears, you will walk through a wall. Walk back up (or down) from there to reach the surface without lengthy backtracking.
Play as a Girl
At the main menu, select the first option and then the second one. Now enter the following name: press Right 4 times and enter the Japanese character. Left 4 times, Up 1 time and enter the Japanese character. Up 1 time, Right 1 time and enter the Japanese character. Now put the cursor on "End", on controller 2 hold A + B and on controller 1 press A two times. Keep holding the buttons until the game starts to change the main character into a girl.