Debug Menu - A menu for making multiple tests while playing the game, some default options being infinite HP/MP/money, zero gravity, ... This option isn't transfered to compiled games.
Database (aka Bestiary) - A detailed database is always available in MGE so the maker can see the assets in the game, including characters (by default divided by playable characters, vehicles/forms, NPCs, enemies, bosses, and sub-bosses), items (divided in two types by default, normal items and equipments, but can be divided by more types, like swords, bows, hats, helmets, ...). Optionally the maker can make it available for players and decide how it becomes available, which can also include extras like artwork and music (Sound Test). By seeing or obtaining/defeating the subject like Rockman Complete Works, Boktai 2, Star Ocean: The Second Story, Final Fantasy Brave Exvius, and the Pokédex from the Pokémon series? By finding an item like Mega Man & Bass and Mega Man ZX Advent? By buying the content in a shop like Shantae: Half Genie Hero, DuckTales Remastered, and Naruto: Ultimate Ninja 3? Or something else?
Tutorial - By default this is set aside from other game modes, like Mega Man Legends 2, cause it IS annoying to play a tutorial every time a new game is started, specially if it has a "New Game+" feature like Mega Man Battle Network 4 and Metal Gear Acid 2. If the maker believes it needs to be added in the story, try to make it subtle, or at least skippable and/or justified. Optionally make a tutorial available in a menu or location (like a library, a school, a training room, ...) so the player can try it again if he forgets something.
Cutscenes - By default cutscenes work in a similar way to Mega Man X: Command Mission, being skipped by holding a button, but it can be arranged to be skipped with a single button press (either any or a specific one) or by pausing the cutscene and selecting a "Skip" option. Like Tutorials, most cutscenes should be skippable, unless the maker thinks it shouldn't for some reason. Custcene that doubles as a loading screen can be skipped once it finishes loading.
Loading Screen(s) - Now Loading... By default it's a black screen with a icon or text in the bottom right corner, but can be customized to have more content like pictures and interactivity, examples being Mega Man Battle & Chase, Castlevania: Symphony of the Night, Ridge Racer, the Dragon Ball Z Budokai Tenkaichi series, ...
Achievements - Optional objectives. Many Steam games have them, and other examples include Mega Man 10, Super Smash Bros. Brawl, and Super Smash Bros. for Nintendo 3DS/Wii U.