Mystery Dies
To get Mystery to die, jump over a ridge. Before you fall, press R and let mystery fall. She will fall and disappear. To get her again you have to go where you first found her.
Double Jump
When you see a robot you can jump on, just float (a+a) on top of it and you'll jump as high as mystery!
Secret Levels of the Deep
On one level at a time, collect all 20 krabby patties. After you collect all of them and you beat the level, Mr. Krabs will tell you to collect 20 more krabby patties while riding on a bike or Mermaid Man & Barnicle Boy will tell you to collect 20 more krabby patties while riding on the invisible boat mobile. Those are the only secret levels I discovered.