The Bubsy games are a little on the tough side, so you're probably going to want to have all the help you can get going through the levels, right?
Like the second one, for instance. If you go to the title screen
And take Controller One and press:
B, Up, B, Select, y
(which conveniently can be acronymed as 'BUBSY')
And start the game up.
Done right, you should have 50 Bubsys to play with!
Making it way easier to make it through the first few stages, at least.