level. In the level, Mario has to shoot the Bullet Bills that comes in his direction, after that, you're taken to a TEST level with the Midway Point, 2 Capes and a Goal Point Orb. When Mario gets the orb, a dialog box appears saying "A monster is inside the goal orb!" and he is taken to battle with Shinryu, after beating him, you have to battle Omega.
The text message when collecting the goal orb and the immediate fight with Shinryu is in reference to FF5.