First up, we'll guide you through the process of unlocking Etna Mode, a special alternate version of the game featuring Laharl's top vassal and the Commander-in-Chief of the Prinny brigade. The first step in the process is to unlock Etna's chamber. To do that, you need to hit two switches, one behind the throne in Laharl's throne room, and the by a skeleton next to the armor shop. After that's done, you need to go back to the room with the talking spear, and talk to the Prinny there. He'll mention feeling a draft. If you check the left-hand corner of the room near him, Etna will excuse yourself, and you'll control her in here private room.
With that done, the next part of the equation is to read the book in the room, which happens to be Etna's diary. You need to read every entry in her journal before the final chapter. Then beat the game normally and save afterwards. When you restart, you will have the option to begin with either Laharl or Etna as your main character. Alternatively, if you don't want to mess around with playing through the regular game and want to jump right in to Etna Mode, you can input a code to unlock it right from the start. Simply start up the game, and when you get to the title screen, highlight New Game and hit the X, Y, B,X, Y, B, A buttons in that order. If you do it right, Etna will say something and you'll find yourself treated to an alternate version of the game's opening sequence.