Anti-Climax Boss: The boss of world 4; despite his intimidating attack patterns, it's easy to rack up damage by juggling him.
Several players agree Lance Banson (the second world boss) is actually easier than Lady D, the first world boss. He's easy to juggle, and unlike her, his puzzle world gimmick can be used against him. (Coincidentally, the 4th world boss recycles the same gimmick.)
Breather Level: After 4 or 5 levels in Atlantia and the puzzle realm that are truly and brutally Nintendo Hard, not to mention The Captain. Level 4-4 goes much smother with a lot of weak enemies that make a return from the early levels that make great fuel for your Super meter.
Unfortunately, due to reformatting of the site, the soundtrack can no longer be found there. Poppycock!
Demonic Spiders: The skull enemies, particularly the ones with axes. And the dancers. Skull Enemies are extra bad because they can only be destroyed by other skull blocks. Meaning, once you kill a skull enemy, you'll have to kill two others so you can erase them in Puzzle Mode. If you don't, they'll just hang around until they return...
Any enemy that returns from the Puzzle as a block can become this, especially the skulls.
Ear Worm: Every song. Especially the puzzle themes, as you'll be hearing them a lot.
Fridge Horror: At the beginning of the game, Henry recognized Weasleby when he came to visit. And later on, you learn that the Weasleby you've been fighting is Cole in a robot suit. Did Cole kill Weasleby and take his place?
Goddamned Bats: At certain points in the levels, the game swarms you with lots of monsters. And they just keep coming...