While entirely optional, Tutorial Stage 2 is a must to unlock features to be used at the Base. The stage itself is largely the same as Tutorial Stage 1, but without all the helper platforms blocking off the bottomless pits, more enemies, and hidden Lucky Dolls and items as you'd find in any other stage.
The most important part of this stage are the four Orbs that revive wandering souls at the Base, these orbs can be found in the following locations:
Data Orb - Unlocks the Data Manager at the base
Near the first scarecrow holding a "!" sign, use a Dash Jump to leap to the left to get it.
Lucky Orb - Unlocks Professor Lucky at the base
At the second checkpoint, wait for the Mothman to get close to the checkpoint then bounce off of it and jump to the platform above.
Replay Orb - Unlocks the Replay Manager at the base
After the flying carpet that passes though the row of Flans. At the scarecrow right after the carpet Double Jump to your left then Dash Jump to the right and you'll see it.
Runaway Orb - Unlocks the Runaway Manager at the base
At the end of the Stage, bounce off the Imp above the checkpoint, the orb is hanging in the air.