Level Select
Select "New Game" and then "It's no picnic" difficulty. Press X and on the next screen, after the video, enter L1, Up, Up, Down, Up, Left, Left, Up, R2.
Tutorial
The Smurfs has a built-in tutorial, so there's not really much left to the imagination. Play through the first 7 levels and the next 12 should be a breeze. Because the game is linear, make sure you collect as many candies, cakes, and crescent moons as possible for extra lives and a date with Smurfette. Remember to keep switching over to the Baby Smurf screen to see how he's doing.