In most cases, you will arrive in the Prehistoric Times by warping from the first stage of Future World, and arriving on the second stage of this zone, not the first.
The first stage starts out with a long flat run before a gap. Watch out for the turtles that follow. Archaeopteryx begin to appear as you approach the tree branches that you must jump along to proceed. A 1-up doll can be found in the chest that occupies the very low branch. It can be difficult to collect if you're not adept at creating gargoyle blocks as you fall off the ledge. An Onigiri can be found in the mid-level chest during the second set of trees, where Evil Spirit faces float across the screen. On the other side of the trees, watch out for the fire breating Tyranos, as well as the bouncing Anatosaurus. Eventually, you will see three chests lining steps before some trees. The lowest chest can be particularly difficult to get but holds a big secret. Deeper into the trees, another very low chest contains an invincibility feather, and can be worth the effort to collect. By this time, logs will appear to fall from out of the sky.
Boss: The end of this stage is no different than the second Future World stage and the third Prehistoric Times stage. The logs fall from the sky and crash through the blocks that lie beneath them. You must quickly run to the right and create a set of gargoyle platforms for you to climb up to the card in the upper right hand corner and complete the stage. If you've collected all three Prehistoric Times cards, you'll need to return to the very end of the third stage to find the warp to the eighth and final stage of Feudal Japan.
Start out by getting past the bouncing Anatosaurus, and move on to the segment with the turtles. The low lying chest contains a beaded necklace, and isn't always worth the effort needed to collect it. Watch out for the flying Archaeopteryx as you leap over the gaps. The low lying chest that you encounter next contains a mirror, but the higher chest above it contains an invincibility feather which is more useful. When you reach the low tunnel, you may wish to simply climb to the very top and run along the ceiling, and the low path isn't particularly difficult either. But the truth is there are a number of valuable items hidden inside the stone that forms the top part of the tunnel, which you can break and discover. Once on the other side, safely jump from one ledge to the other over the gaps. Continue to jump over the gaps of the flat portion of the stage. Pass below the high rock. Once the Archaeopteryx stop appearing overhead, you're close to the boss.
Boss: Dino Fossil may look imposing, but it is once again a rather simple boss. It's only weak point is the skull, which you must actually hit in order to damage it. You can stand directing beneath it and fire up, or create a gargoyle block of the ground and fire at it straight on. It will spit spikes at you, but if you fire at it fast enough, it won't be able to hit your more than two or three times before you defeat it.
The icy terrain here poses a serious threat to your control over Gaou. He will slip and slide along the ice in the direction of his momentum, so be prepared to stop early and counter his sliding. After collecting a time stopping necklace, take the time to shoot the low chest which contains a mirror. Use it to run straight into the mountain side and fire continuously as you run through it. You will eventually wear part of the mountain away and if you continue to shoot, you will reveal the ice shoes, a very valuable item which can help restore you control over Gaour by preventing him from sliding around. Be sure to make a distinction between the pillars that follow and the snowy horizon that composes the background. Collect the Onigiri from the high platform as you proceed. Be careful opening the treasures below the swooping Archaeopteryx. Eventually you will reach the interior of a cave, where Tyrannosauruses wander across the platforms. Deeper in, you will start to see Giant Ants instead, but they are slow and pose little threat. The turtles on the other side of the cave are more dangerous. The background of the stage will change to white pillars. It is at this time that you may wish to search for a warp that will lead you to the eighth stage of Feudal Japan if you have already collected all of the Prehistoric Times cards. Icicles will begin to pour down from the sky.
Boss: The icicles at the end of this stage are a lot like the meteors from the end of the second stage of Future World. They fall from the sky and crash through the ground, destroying every block that they touch. For this reason, it is important that you run to the right and create a quick set of platforms in order to climb up quickly and grab the card before an icicle crashes down on the steps you are building.
Note: At this point, you will be returned to the first stage of the Prehistoric Times.