Bug: It is uncertain exactly what causes this, but sometimes, usually with bats, the quest counters for killing flying enemies won't tick up when killing them off screen with arrows. However, if you slow down a bit and let them appear on screen, then kill them, once you start shooting arrows off screen again, the quest count will start to tick up again, killing them off screen.
Character mistake: If you go into the cave, there's a bundle of dynamite waiting to be lit and blown up. You're supposed to have a specific item to summon fire before you can light it. However, if you have bought the character Haskell from the shop, he's a being literally made of fire. Yet being made of fire, he still can't light the dynamite fuse without the special item.
Trivia: There's a secret on Bonus Stage 2. If you time the jumps right on the second part of the stage and go up high on top of the cave instead of going through it, there is a black hand-shaped monster. It doesn't do anything, but once you find it, you will never be able to find it again as it only appears once. And once you restart the game, you will be met with new title screen music.