Chao Puzzle:
You don't necessarily need a Chao file available. Insert
the VMS into socket one of a controller. Plug the controller into
port D. A Chao Puzzle will appear on the VMS screen after selecting
a file.
Level skip:
Obtain a Chao from Sonic Adventure. You will
be asked for the next area when your Chao reaches the end of the
current level. Select the desired location, then immediately press
Mode. Now push Mode(2) to return to the Chao
Adventure screen. Allow the Chao to start walking and it will
allow you to select the next area. This may be repeated as needed.