Secret rooms
This game doesn't have any cheat codes, not even the Konami code can help you in the game. It does, however, have one secret room in each stage. Each room has several good items in it, such as an extra life. Here's a guide on how to find them all:
Stage 1
When you get to this rope, keep climbing it and you'll go right through the ceiling, and enter a secret room. Collect the items and then go back down the rope to get back to where you were.
Stage 2
For this one, once you reach the above room, you'll have to destroy a couple of big eyes on the specific ledge shown above. This will open a hole in the ground, quickly enter this and climb down the invisible rope to enter the secret room. Once you've collected the items, use the rope on the right to get out of there.
Stage 3
When you reach a room with a large wall in it, keep climbing up the rope but jump to the right to enter a hidden passage. Move right to find the secret room. To exit, make use of the two ropes, you'll have to jump from one to the other to get out.
Stage 4
Once you get to the room with a Zeldo in it, head up the rope to the right, but once you're around halfway up it, jump to the left. You'll land on a invisible platform. Walk a bit to the left and jump to get into an invisible rope, climb up this to reach the final secret room. Once you've collected everything, use the rope to get back out.
Secret extra life
When you start stage 1, don't whip the first 10 candles you come across. When you get near the rope on the second screen you get to, there will be an extra candle that isn't usually there. Whip this to reveal an extra life to collect.