To unlock alternate costumes for all four characters, collect all 30 Elephant Statues.
Mystical Ninja history:
Have the Game Boy Advance game Kessakusen! Ganbare Goemon 1 2 in the cartridge. At select locations throughout the game, various characters from the Game Boy Advance game will appear and tell you things about Goemon’s past.
Have the Game Boy Advance game Kessakusen! Ganbare Goemon 1 2 in the cartridge to unlock Space-Manbo at the mini-game menu.
Goemon New Age Shutsudou! easter egg:
You can find New Aged Goemon in the second town’s underground prison, occupying the second jail cell for his “crimes against the Goemon franchise.”