Game Secrets:Sonic Pocket Adventure
From Sonic Retro
Through using the Neo Geo Pocket Color PC emulators R.A.P.E and Neopocott or the PSP emulator RacePSP, pressing the "option" button on the SEGA screen, it is possible to access a hidden debug menu. It is also possible to enable this by setting the high byte of the RESET vector of the ROM (located at 0x1F) to 0xFF. This enables developer mode. 
An interesting function of the debug mode is that it allows the player to switch between Sonic and Tails by pressing both the button. It is also possible to trigger a free-movement mode by pressing both and at once.
Beginning/Go to Room/Direction/Sound Test
"Beginning" is pretty straightforward. Simply pick the level you wish to start the game on, as if it was any other level select screen. The "Test" levels are just clones of Neo South Island, which will crash the emulator when selected.
"Go to room" will take the player to the puzzle and option screen.
"Direction" will take the player to the ending scenes.
"Sound Test" simply opens up the Sound Test.
This menu is a bit more difficult to understand, the following explains the options use in detail: