Please check before continuing:

• I've searched my issue or question to make sure it has not been reported/answered already
• I've checked COMPATIBILITY.md to make sure my emulator or system is known to work
• I understand there is no physical release and you are not responsible for issues with bootlegs
• This is a bug or question and not a feature request

This line: https://github.com/andwn/cave-story-md/blob/master/res/tsc/en/StageSelect.txt#L2

You can trigger this by examining the teleporter before you look at the computer at the very beginning of the game, so that no locations are open for teleporting. It doesn't wait for the user's input, so it only flashes up for like a single frame before the text box vanishes. I don't know how the text control codes work, does it need a <NOD on the end of it or something?