on the map press start to pause the game and press L R L R X X YY these buttons dont do anything on the menu so dont worry abour screwing something up. this input unlocks challange mode (you might only be able to do this if you've beaten the game but im not sure.). challange mode just makes it so you cant scroll back in levels. there will be a little red box with a yellow arrow on the map in the upper right corner to to tell you that you are in challange mode. if the box turns grey that means that the level you are on doesnt have a challange mode but most levels do.to turn the cheat off input the same sequence on the map pause screen again. you have to input the cheat every time you play so its not permanant.
Another cheat is when you are selecting a file hold down L and R while you press A to select the file. you should hear luigi say ~luigi~. now you can play as luigi.