Level Select
Hold A and B at the options screen for a level select.
Invincibility in Level 1
While playing level 1, intentionally allow any lizard or porcupine to hit you 3 times do that you will have one more hit left. Now, press Down to duck completely and let any animal hit you two more times. A life counter will then appear, but it will never get lower than zero. This can be done in any stage except the second one.