Pirate Mode
Complete the game once with any ending to unlock Pirate Mode, then select it when starting a new game. Playing in Pirate Mode gives Shantae all of the Pirate Gear from the beginning, allowing for new shortcuts and faster clear-times.
GBA Level
Once you have the boot, on the first dungeon on Saliva Island, in the first room, ram into the little steps. You'll be able to go through a level from the first Shantae game, including GBA graphics (some bits that are used elsewhere in the game will still be in the 3DS style).