If you fail in before reaching the first checkpoint you are trapped in the start area, or I just don't know how to leave that area after restarting my last save.
If you use WASD F-attack Space-Jump and Arrow keys R shift-jump R enter-attack you can play against yourself. I figured this out because no one would play with me anymore after I beat them too much. Tip:Don't beat your one friend too often at a game. he'll stop playing with you.