In a meta way: the Hermit Gunsmith telling you it's a joy to create when people use his creations to the utmost. Given that Pixel created Cave Story all by himself as a labor love, it's not a stretch to imagine this is an Author Avatar speaking, about all the enjoyment fans get out of his game.
If you manage to get to the shack in the Waterway with Curly in tow, you'll find a computer inside with a message encouraging you to take a break. After draining her and letting her reboot, the message changes to "You can do it." Fan theories have suggested that Professor Booster wrote these messages and is watching over you and your efforts.
Getting the Iron Bond.
Quote and Curly's past for that matter. Two adventurous robot best friends working together to stop the Doctor, in opposition to the army of Killer Robots.