Shine sprite
After you get the rocket nozzle, use it to go at the top of the lighthouse.
You should see something that looks like a hockey puck.
Stand on it then use the rocket nozzle to jump high. Once you get to the highest press L to smash the "hockey puck" then a shine sprite will come out.
More tricks, tips and cheats for this game are right here - Super Mario Sunshine cheats
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