So I beat cave story, do I have to turn it off after the credits, I think so.

Okay.

Yeah, i asked a question...

Yeah, i see no question mark or any sentence that was phrased as a question…

Try it and see what happens.

There's a complex button sequence that if you press at the credits, you get a picture of Curly and Misery in bikinis at the beach.

I have conveniently forgot what the code is however.

Yes you have to turn it off after the credits, that confused me too.

So I heard this game has multiple endings.
So far I know only of two... are there more?
There seem to be two characters I have met that had no role in the story... a mushroom and some monster guy in a toga standing in a golden ruins looking area. They did absolutely nothing.

Also is there some reason I shouldn't trade my Gun with Curly? I went back to the old guy later saying the gun I took originally was "incomplete"

Not sure if I feel like replaying it either way.

The things you mention have obscure purposes. In order to get the third ending, you have to perform a lot of obscure tasks that pretty much requires using a guide. There are also several hidden items and weapons you can get if you poke around in the game. Not taking Curly's weapon is one way. You'll eventually get something else because of that choice.

<3 all of the obscure things you can do that add to the experience in Cave Story.

If you want a good ending, you have to use the internet to find out all the cheats. I screwed up my first playthrough and replayed while watching a walkthrough. I didn't finish the game. It's way too hard.