For those who didn't know, Shovel Knight has a bunch of codes hidden in it that you enter as your name when starting a new file (similar to Castlevania 3 and SOTN). Some are slowly being revealed over time, but putting nothing past the internet, people have already tried endless combinations and found nearly 320 different code permutations on their own. They're worth trying out, especially if you've finished the game and you're craving more.

I highly recommend "Butt Mode," specifically for moments like this:

Do any of them make huge changes, or is it all dialog silliness?

Butt mode is the only one that changes the dialog. A majority of them are progression and starting with items and upgrades, but there are a handful that change up the game pretty drastically. Moon jumps, turning every surface into ice, making Butt Butt Shovel Knight gigantic and changing his hitbox to compensate, being able to pogo on every surface (ducktales mode?)

The doc has descriptions of what most of the codes do. The ones that have nothing haven't been tested past the first few screens yet.