As the master of the Pikmin, you have some royal treatment coming your way. Press Down (on the D-Pad) for 4 Pikmin to carry you back to base. You'll see a fireworks display held just for you. Or, if you want, just stand still long enough.
Challenge Mode Option:
To get challenge mode find all 3 "onions" (Red,Blue,Yellow pikmin) and challenge mode will be open.
30 Frustrating Parts:
It's hard to gather all 30 parts for Olimar's ship, so it's best to gather the parts that are most important. He specifically says he doesn't need all 30 parts. Read the description for it before you have your Pikmin take it back to base.
Getting Various Colored Pikmin:
You can get the Red Pikmin when you start the game (Impact Site). You can get Yellow Pikmin when you get to the next area (Forest Of Hope). You can get the Blue Pikmin in the third area (Forest Navel).
Captain Olimar Can Fight
If you are tired of losing pikmin to those little creatures (maller ladybug things, those large tadpoles with the huge mouths, and those little grubs that break down bridges and fly), just walk around with Captain Olimar and when you come to one, just press the A button repeatedly (while moving around so not to get hit), and boom! Dead bug and no dead pikmin.
Thanks to Revolution readers Jonathan, Ash10708, Alex B the GROWER, Ed Coenen, Carlos Gonzalez and Aaron Illingworth!