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.
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.
Equip a one-handed weapon, like a rapier, in your right hand from the equip menu (A, down, down, A.) In your off-hand, you can equip the WinTear from beating the Ice Dragon. The extra attack/defense saves level grinding. Equipping the WinTear first or trying other two-handed items does not work.