Sound test:
Press Up(2), Down(2), Left, Right, Left, Right, B, A, B, A, Start at the Ultra Games screen.

Skip opening sequence:
Hold Start and turn on the Game Boy to advance directly to the player selection screen.

Hint: Easy goal:
Skate to the south wall after getting the puck, then move directly to the blue line. Press the D-pad diagonally towards the goal while simultaneously shooting the puck.