Cheat mode:
Hold A + B + Up/Left at the title screen and reset the Genesis. Release the buttons and press B when the title screen re-appears. Unlimited lives, invincibility, level select, and other options will appear.

Level skip:
Pause game play and highlight the "Map" icon. Then, press A + C.

Extra lives:
Locate the man with the keys to the cages on level 1. Jump on his head and rescue the rabbit in the cage. Press Start to play as the rabbit. Move left to the beginning of the level. Jump up and collect the extra life. Press Start to display the map. Select the level 1 and collect the extra life again.