If the player loses in any of the fights with Vyers, also known as Mid-Boss, they are treated to a hidden ending, and are awarded with New Game+.
There is a secret room in Laharl's castle. To get to it, the player must press a hidden button behind Laharl's throne, and another one on the skull on the counter of The Rosen Queen store. Then, in the big hall with Longinus, investigate the corner behind a Prinny complaining about a breeze. This will lead to Etna's secret chamber, where she will store her diary. Reading the diary in every chapter will reward you with an item called "Testament". In the later ports, this also unlocks Etna Mode after beating the game.