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Cave Story has two distinct paths through the game. The normal path is the regular path through the game and is recommended to newbies to the game or just casual players. The hard path leads to some secret areas and a secret ending, but it is extremely difficult and recommended only to people who have beaten the game once. As such, this guide will often feature times when the player must make a decision about what to do, and will be told how difficult proceeding will be depending on the choices while trying to be as vague as possible to reduce spoilers.

If you're ready, you may enter the First Cave, or look at the controls to learn how to play.