Avoid losing lives:
To prevent a loss of a loss of a life, press Start when you have one heart remaining, and select "Retry". You will go back to the door you went through. This is good for health.

More lives:
Keep entering the first Hoverboard stage. Get the first life, then keep going until you get to the hill with a sign. Jump to get the second life. Then, head for the finish line, and jump for the last life.

Unlock EX 1
To unlock EX 1 you must defeat the final Boss.

Unlock EX 2
To unlock EX 2 you must have finished all the stages including the bonus stages.

Unlock EX 3
To unlock EX 3 you must have collected ALL the jewels in the whole game