Level select:
Press Up, Select, Left, Right, A(2), B at the title screen. Highlight the "Dream Select" option and press A an equal amount of times as the desired level.

Unlimited items:
Successfully complete the game twice in succession. Unlimited items will be available during the third time the game is played.
Information in this section was contributed by mike1742.

Hint: Defeating the Nightmare King:
The king will raise his left hand (on your right) and every time shoot four laser beams from his finger. An easy way to overcome this is run into the first beam, then run back. If done correctly, you will be able to easily dodge the first beam. Run back from the second beam while he continues firing the third and fourth beams while you are well out of the way. This usually works well from a distance. Another method is to stand directly in front of the king, making sure not to touch him so that he fires the first two beams over your head. Then, run back from the third and fourth beams while you get hits in with the morning star.

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