After close observation on a Pyramid Cave door, Tails comes to the conclusion that they need keys to open it. Knuckles the Echidna, "the world's greatest treasure hunter," is just the guy to do it! Please let this page load and click the thumbnails for a better quality.

 

Just like the Pyramid Cave, the Death Chamber stage has time capsules which can be flipped. They temporarily keep doors open. You'll need the Hammer Gloves upgrade to break steel crates. At the start of the level, flip the capsule and continue forward. Destroy the regular boxes to your right to get the upgrade. 

You'll see these kinds of area maps throughout the stage. The distinctively luminous region shows where you're at. 

 

If you find these kind of  hieroglyphics, you can bet you'll be able to dig through the other side. 

 

 

Destroy all the badniks you find to obtain animals.

 

Playing Mystic Melody on this artifact will give you a bunch of shiny rings.

 

Large ghosts may pop out of nowhere just to spook you. Don't worry about them. The small ghosts actually attack, so watch out for those.

 

Navigate through every hidden room you can find.  

 

Flicking that white switch up there will pause an anvil below from falling.

 

Collect the third key to achieve your goal. The end is very near.