Fantasy Zone is played linearly through eight levels. Each level, except for the last, is broken up into three or five different sections. Each section scrolls to the left and right, and loops around on itself. Each section also contains 6 bases which are strewn about the level in predetermined locations. Two of these bases cover blue warps which lead to other sections of the level, and one base in one particular section hides a red warp which leads to a boss battle.
All bases produce enemies that fight Opa-Opa, alongside other enemies that simply appear while flying about. Enemies have a tendency to shoot at Opa-Opa, and that tendency increases from one level to the next. In order to pass through the red warp, Opa-Opa must defeat every base in every section. Once this happens, he can use the red warp to battle against the level boss and advance to the next level. If you cannot fly through a red warp, it means there are still undefeated bases which you must hunt down and eliminate.
The only level which differs from this description is the last level, in which Opa-Opa must defeat all of the level bosses again before facing the final boss of the game.
In order to defeat the enemy, Opa-Opa must use all of his combat skills. While you can purchase weapons that will temporarily increase your fire power, you can also purchase upgrades to your standard equipment which aren't time limited. Learn how your momentum effects the path that your bombs follow as they fall to the ground. While Opa-Opa can slow himself down, he can never truly stop and hold still unless he is standing on the ground. Even at his slowest, he will still scroll through the level. In order to destroy a bases as quickly as possible, it is best concentrate as much fire power on it as you can before moving on to the next one. Always be mindful of enemies (or bullets) that may be approaching Opa-Opa from the opposite side of the base, and be prepared to make a quick getaway if need be.
It is important to understand how the screen scrolls while flying through the stage. If the screen is not moving, Opa-Opa can move approximately three quarters of the screen in either direction before the screen starts moving again. Once the screen begins to scroll, Opa-Opa will move backwards relative to the scroll direction until he is on the opposite side of the screen. If he changes direction while the screen is scrolling, the scroll will reverse when he is three quarters of the way over again.
One very important difference between this game and the original is the existence of the blue warps. You can use these warps to escape from threatening situations. When you fly through a warp, you escape from the current section and arrive in a different section shortly before any new enemies appear. If the warp you arrived from is already exposed, you can quickly fly back to the section you just left, and all of the enemies will be reset there as well.
Part of the strategy behind Fantasy Zone is the collection of money and the purchasing of equipment. In general, you should attempt to collect coins and paper money throughout the level whenever it is safe to do so, but never risk Opa-Opa's life just to collect a few coins. The fact is, a defeated boss will present you with more coins than you would ordinarily have the chance to collect throughout the level. When bosses are destroyed, they crumble into a shower of coins and bills, but you are only given a limited amount of time to collect them.
When you visit the first shop in round 1, you should ensure that you purchase Big Wings and Twin Bombs at the very least. While weapons like the Laser Beam, the 7 Way Shot, and the Heavy Bomb can be extremely helpful in clearing stages, you should not rely upon them due to their temporary nature, and the effects of inflation on the price. However, in this game, there are other items that you should absolutely save up for, including Red Bottles, Twin Big Bombs, the Big Shot weapon, and the Auto Beam enhancement. Saving up for Extra Ships and Blue Bottles is also recommended. The $20,000 Continue Game item is also a good idea if you're still learning how to beat the later levels of the game.
You should attempt to reach the configuration of Big Shot, Auto Beam, and Twin Big Bombs as early as possible. This configuration will substantially increase your offensive power. Beyond these weapons, when you do decide to spend your money in the later levels, focus on weapons which will enable you to clear the levels rather quickly in order to get the most bang for your buck. Weapons like the Laser Beam, the Fireball, and the 7 Way Shot (at close range) can be used to destroy bases in very little time. The Fire Bomb and the Heavy Bomb can also be used to destroy bases quickly.
However, the Heavy Bomb is also especially useful against bosses. It can actually defeat a number of them with only one hit. Therefore, it's not only useful to save up enough money to purchase Heavy Bombs for the sake of beating the bosses that are particularly vulnerable to the Heavy Bombs, but also to purchase them for the final level where you'll have to fight all of the bosses in a row. Realize, however, that if you are stocking Heavy Bombs, you will be unable to fire your regular bombs unless you intentionally change the selection when you leave the shop.