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- If you are the type of player who considered the first stage a challenge, you may find The World of Cave even more daunting. The trick is to do your best to hold on to all of the power ups you have collected so far, and not be forced to try to survive by gathering them back up again. Rather than trying to clear out every single enemy and block, be selective about what you attack, and avoid everything else.
- The top route is generally much safer than the bottom route. The bottom route contains the Ryukaon magicians who turn invisible when they are not attacking. However, there are a couple of reason to visit the lowest level. If you drop down the first possible pit and destroy the blocks to the left, you will find a Pegasus Wing. This can substantially help you avoid danger as you progress through the level. You may find that you cannot use it right away. This will be because your health is too low. Try to find flowers to collect hearts and restore your health to activate the wings.
- The second reason to visit the lower level is because there is a power-up platform opportunity. There is a boulder which lies on a middle platform. If you stand on this boulder and push down, the power-up platform will appear. While this may seem like a good opportunity, it's generally not worth the effort since you won't be able to sustain your health as you swing the sword. The Fire Sword is best left alone until the end of the game when you have more health.
- Finally, the third reason to visit the lower level is because you can obtain the full power of the magic cane weapon in the second portion. Right when it begins, there is a Cane hidden in one of the lower blocks above the floor. Collect it and fight some of the Ryukaons with it. They will usually (but not always) drop a Scroll which will power up your Cane quite a lot, and give it the ability to break blocks. Once you have it, fly to the end of the lower level and shoot the higher blocks in the wall to find the Magic Tome. Once you have this explosive weapon, you'd be wise to hold on to it until just before the Final World.
- The boss of this world is the Golem. The Golem has a main body, as well as hands and a head that are detachable. The main body will run back and forth on the platform while the hands launch forward, and the head flies around the room independently. There are two strategies to defeat the Golem. If you have a powerful weapon like Flame Sword or the Magic Tome, you can squat in the lower left corner and attack from a safe distance. Otherwise, if you time your jumps carefully, you can safely land behind the Golem on the right side of the screen and attack him from behind. He is defenseless while you stand there, and you will eliminate him in no time. Oddly enough, this boss will give you a Shell Necklace for defeating it, but you will lose it as soon as you enter the door to the World of Sea.
- Right when you begin this world, you can collect the third and final mirror to improve the durability of your armor from the blocks to the left of your starting point. However, you may find it a bit challenging to collect because of the jump timing required to reach it. If you happen to miss it, there is another opportunity to collect one right when you climb up from the lower level.
- Unlike the arcade, you'll actually want to jump down to the lower level, as it is a lot tamer in the NES version. Furthermore, there is an essential item that you must collect in order to clear this world. It is the Wings of Pegasus, and you can find it high up in the ceiling, well above the floor where the enemies are likely to gather. Collect it so that you can fly over the gap in the floor in the level above. You will not be able to successfully leap over this gap. If you do, you will plunge into the pit and have to start the world over.
- Although there are two hourglasses for you to collect, it is sufficient to collect one. Unlike the Arcade version, you cannot raise your remaining time above five minutes. Additionally, try not to miss out on the two Crystal Heart opportunities that are present in this portion of the world. Collect as many of these as you can, since they are not as readily available in the NES version.
- Near the end of this world, you will be forced to drop down to the floor to proceed. Hidden in one of the blocks above the floor passage is a Red Ring. Collect it if you did not grab one in the first level, or for some reason, you switched weapons. Further along in the world, buried in a collection of low lying blocks, you can find the sailor dress which grants Athena one extra life.
- The boss strategy for the NES version is very similar to the Arcade version, except that you must stand in one of two places; either on the step immediately before Golem's platform, or on the boulder off to the left. Either one will work. Interestingly, this is one of the few bosses against whom the Flail is effective, although it will take quite a number of hits to defeat Golem without the Red Ring. If you employ this method, stand on the step.