Perform the actions below to unlock different endings.
Bad ending - Leave with Kazuma in the Egg Corridor.
Good ending - Complete the Sacred Grounds area.
Normal ending - Complete the escape sequence after the final boss without going through the Sacred Grounds.
Chaco's Lipstick
After you've talked with Chaco about the Jellyfish Juice, rest in her bed. You'll wake up with Chaco in it and her lipstick in your inventory.
Early Jet Pack
The Machine Gun can be used as a "jet pack" when its at Level 3. Just jump and aim it downward to float up until your ammo runs out.
Hold Out for the Spur
Once you get to Curly and beat her in the Sand Zone, avoid trading your Polar Star for the Machine Gun. Later in the game, you can trade it for the Spur; the strongest weapon in the game.