At the Title Screen, do the debug code [which are Down, Up, Down, Up, Right, Down, Left, Down, Up, Down]. During the game, press the R2 to go to the Debug Menu. Go to map 63 and then press the L2 button. This teleports you to stage 100, where there are Thunder Bubbles. Press the R2 button again and then go back to map 0 and press the L2 button to go there. The Thunder Bubble icons will follow you to the beginning.