There really aren't any secrets in the game besides the Debug Mode, so if you want to start at whatever stage you'd like it could be  usefull to you.

To activate it press and   hold down  Enter on the title or attract screen, and keep it pressed until the game speeds up. If you now start the game like normal (meaning pressing space or start) the game is locked in debug mode. It will be deactivated again if you  return to the title screen.

Controlls:

F1 - goto previous stage

F2- goto next stage

F4 - goto next phase (skips 20 stages)