I decided to finally try cave story, and I noticed a weird oddity. Certain sprites show a lot more than they should, for example hearts begin showing missiles when they are flashing. a similar thing happens with the level 3 blade
I assume, since you're on Windows 11, that you're using the "Cave Story DXGL fix (Windows 11 transparency fix)" from the downloads page to stop all the black boxes around npcs? If so, then you're stuck with that weird sprite garbage.
We still aren't sure what causes the black boxes around npcs in the first place, so if you want to help us figure it out, I'd recommend joining the CSMC Discord server and/or trying some of the test exes from here and letting us know what they do.
...Alternatively, if you just downloaded that fix preemptively and the game works fine without it, then uh... delete ddraw.dll and dxgl.ini I guess