The game seems to become confused when multiple arrow keys are held at once, leading to some interesting drill behavior.

A good demonstration of this is holding UP, then holding RIGHT (while still holding UP), then holding DOWN (while still holding the other buttons), and finally releasing UP while still holding the other two keys. This should cause the drill to become stuck floating in the air (until one of the keys is released). Other effects can be attained with similar inputs (holding multiple keys in different orders). There are a few (temporary) effects of this, and it's pretty fun to mess around with; you can even do this while the drill is shooting, creating a floating turret! 

While this will likely get patched, messing with is is pretty fun and I think it could be good inspiration for a potential gimmick or unlockable later in the game.

Also, it appears that, when changing drill directions, the drill becomes active for a frame before moving to the right spot. This can cause weird behavior like shooting the first shot from slightly ahead of you while shooting up and being able to do a down-drill-bounce from something in front of you.