1.) There are two main gaps in between the buildings. While using Ness, if you fall down one of these. It is impossible for you to use PK Thunder to get yourself back up. So watch your footing.
2.) The UFO will often appear. It does not do any harm, but it adds another level to the playing field. Take note that the saucer's top is very slippery making running difficult. You also cannot fall through the UFO, however you can jump up through it.
3.) The crane moves this piece of board back and forth slowly. This can be the deciding factor of life or death if you are trying to get back on the stage from the left side. The farther out over the building that the wooden plank is, the better chance you have at a safe return.