When you wake up in the beach after the final boss, look around for some watermelons, pick one up and continue where Yorda is. An cute extra ending cutscene will trigger during the ending.
If you can't find yorda in the last level in the beach, go towards the left following the shore of the beach to find Yorda.
(Applies to Chinese version) With 2 Player Mode enabled, play the game through the waterfall and reach an area where you get the mace by throwing a ball into a box at the first play. This time a "STarwars" Weapon will fly in instead of mace. This weapon is very powerful and will kill the shadow within 1-2 hits. And the weapon will be prolonged to triple the size of the sword if you grabbed Yorda's hand when attacking.
Play and finish the game once, wait until the credit finish and once you get control of ICO, search for Yorda beside the sea shore. After the final ending you will be prompted a save screen. Save it and restart the game with Yorda controllable (2nd player) and 5 different background music / screen to choose from.
In the earlier stages of the game when fending off those smoky critters tends to be a bit of a pain, use this trick whenever possible. With Yorda in hand, if there is an energy door somewhere nearby and you have a clear path, run up to it and when Yorda's electrical discharge goes off, it will kill any shadow monsters in the vicinity instantly.
Some of you may have already noticed it or have yet to notice this little hint I'm giving you. If you're ever stuck and can't figure out a puzzle and there's no danger around for Yorda (like those shadow monsters), let go of her hand and let her wander around. Sometimes she will wander over to your solution or a hint to it. For example, after the gates closed and the queen came to tell me to back off from Yorda I couldn't quite figure out what to do. I was standing by the gate and I noticed that Yorda kept walking up to the unlit torches. I walked up to examine them and found that I could move them. Yorda helped to find the solution to one of the puzzles in the game! So remember, when your stumped, watch Yorda closely!