You can adjust your character's color palette once you collect four golden skulls.
Commander Video
To unlock Commander Video, collect 6 golden skulls.
Pokemon Reference
After you clear the first world, a long cutscene follows. Aban will talk about the temple of Poko-mum and mistakenly refer to it as Pocket Monster, which was the original name for Pokemon.
Tower of Nanar
To unlock the cooperative mode, Tower of Nanar, collect 5 golden skulls.