Part of the magic of DKC2 is the way all these secrets are hidden. The highest compliment I can give the game is to say that I felt every DK coin was placed by a single intelligence--by one person. As the game progressed, I came to know how he thought and what he'd be likely to do. In essence, the game was felt not like an action game of me versus the computer, but a strategy game of me versus the designer.
In order to create this feeling, the game established and religiously followed a few unwritten rules. First, bananas (the common items littered everywhere on every level) are always helpful. If they spell out a letter or an arrow, it's always a genuine clue, never a trick. If a single banana is placed in some precarious, seemingly impossible to reach spot, it's always pointing to a secret. If a banana is over a pit, it always signifies that jumping in the pit will not kill you. In effect, the bananas themselves are a character--an entity--trying to help you at all times. DKC1 did not follow this rule, and that resulted in much frustration and throwing of controllers.
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The game also constantly tests the players assumption and first instincts. After 10 levels of starting on the left side of the screen and scrolling right to progress, it trains the player to assume all levels are this way, then sneaks in a level where the DK coin is mere inches to the left, barely off-screen. Most players will never even realize going left was an option. And where is it "legal" to hide a DK coin? I'm sorry to ruin this secret, but I just can't resist. Spoiler alert to skip to the next paragraph, if you must. 39 of the DK coins are hidden somewhere inside a level. Exactly 1 DK coin is hidden in a bonus room inside a level. A secret within a secret. The game has trained the player to assume that no secrets will be in a bonus room, so what better place to hide something? This particular secret was very memorable to me because after I failed to find it several times, I put the controller down and simply thought about it where it could possibly be, then realized a certain bonus room on that level had something suspicious about it, and that it must be “legal” to hide DK coins there after all!
More subtly, the layout of levels often subconsciously suggests a certain path. Jumping from this ledge to that vine and so on just looks right. It feels like the right way to go. And as soon as you believe it's the right way to go, the game has got you. And that is the beauty of Donkey Kong Country 2: it's a constant psychological battle against your own assumptions. Every step of the way, the game is trying to fool you. The bananas are on your side, the but the rest of the level is not. Like a good mystery, there's always a clue--there's always some indication--of where a secret is. There's a way to find every secret without having to constantly kill yourself by jumping into random pits (the bane of Donkey Kong Country 1).