According to Shantae director Matt Bozon, Shantae was was originally going to have a dagger, a grappling hook, and mines as items. They were later cut out from the game and replaced with items from Risky Boots. A pistol, a cannon, and risky's boots.
Contributed by CLXcool
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Once Shantae enters the "Tan Line Temple", the servants of the temple mistake her for the long-lost princess and dress her in skimpy royal garb (which is itself a variant of her belly dancer attire). Later, She comments that she's "dressed like a space princess". This is a reference to Star Wars: Return of the Jedi, and the costume Leia wears after being captured by Jabba the Hutt.
Contributed by ZpaceJ0ck0