There are many bugs and glitches in A Koopa's Revenge 2 but need several requirements to occur
Character 0 is one of the glitches that only occur when messing with the Import Save Code option and your playing an official version. It's lives icon and border flash rapidly into different characters and colors. Character 0 quickly shifts into all sprite frames of Koopa, Goomba, and Shy Guy with their current power-up and also playing the spin-dash sound
Attempting to beat the game entirely while playing as Character 0 is impossible as you will get teleported into the bottom-left corner in seconds
Shell Sliding with No-Powerup
To do this glitch, You must have God Mode unlocked. You'll need to find a open space for you to shell-slide. While shell sliding, Repeatedly press the BACKSPACE button to switch power-ups until you switch into No Powerup.
You'll see that your character is still shell-sliding. Koopa will display "OOPS!" when your playing as him
Yoshi Pipe Glitch
To do this glitch. You must have a power-up and another incase if your about to die. Bring a Yoshi nearby a pipe, Keep trapping it to the edge by hiding in the shell until it can barely move. The Yoshi will fall through the pipe after turning into a Yoshi Jr.
It is easier to do this with God Mode