After naming your character, go to END, hold down START, and then press Button 2. Another character should pop up. Then after naming that character, do the same steps as given above. If you don't, you will start the game only having named a few of the characters and leaving the rest with their original names.
Mime Theater Tickets
In the 5th battle there is a well next to the cabin. (shown in the screen shot to the right) That's where you find the Mime Theater tickets. With the tickets in hand, you'll a little extra something added to the ending when you beat the game.
Inside Algam Fort
This isn't really a secret, but it's helpful. The inside of Algam Fort is at first all darkness. As you slowly go through the battle in it, sections of it appear. This battle is annoying to go through unless you click on the following link to go see a map of the whole thing. The chest to the far left holds a Demon Rod and the chest to the far right holds a "Defense Ring".
The battle at Iom Castle is where you can find Higins. Look at the map that the link under this paragraph leads to. Look towards the bottom and you'll see this picture of Higins. I put him there so you know that's where you'll find him.
Since I have the whole map I thought I might as well put down what's in the chests. Towards the bottom there are two chests somewhat close to each other. The chest on the left holds a "Critical Sword" and the chest on the right holds a Healing Rain. Towards the top left there are two more chests. The chest on the left holds a Running Ring and the chest on the right hold a Halberd. Towards the top right of the map there are two more chests. The chest on the left holds 800 gold pieces and the chest on the right holds a Heat Axe.
The battle against Barbara is where you can find Rush. Look at the map that the link under this paragraph leads to. Look towards the bottom and you'll see this picture of Rush. I put him there so you know that's where you'll find him.
When the Sega logo appears on the screen press Down repeatedly until you here a tone. Then when you get to the title screen there will be the word EXCELENT underneath the title. I know it is misspelled but that is the way it is shown in the game. When you start a new game the girl says "Though there are difficult words try your best to read them." This means that the game will be harder.