Never played Gradius styled games before eh? it's about pinpoint precision movements where you don't hold you just tap slightly, a Full save is a few pages back as well but you won't be able to select levels or anything as there is no level selector.Is it just me or is the part where you enter a princess's vagina the most frustrating part of the game? I use God Mode since I'm no good at platformers, but it has no effect on this stage. Plus being hit by just one is super punishing since you lose power ups and speed, which will increase the chances of you getting killed again. If anyone has completed the game, may I ask for your game files?
There is gallery option that has all the game over and in game animations.
Closest thing to a level select though is to edit the game files where the save / room location is and trail and error it with 099 011 021 etc etc
Sources a few pages back if you check.