If you don't have the manual and happen not to know this game too well, I have some suggestions:
- The courses with red dots have two exits. Ghost houses may also have more than one exit, such as the Super Secret Area of the first ghost house...
- There is a warp zone I think is called Star Road you can discover. Each course there has two exits. From the last course in the Star Road, you can enter the Special Road where you'll find a couple quite challenging courses and a little surprise bonus if you beat them all.
- The A-button jump (screw attack) can be used against most opponents. The cape attack (Y-button) is useful against many opponents too.
- Finding the switch block courses (yellow, red, etc) are useful for several reasons, so try to find them.
- You can exit courses you've beaten by pressing Start+Select
- There are many ways to get extra lives, such as jumping on many enemies in a row or taking them out with a star. Using the trick above, you'll never need to get a game over.
It was fun playing it again. I played Super Mario World 2 for the first time a while ago. I found it confusing with the different attacks, eggs and babies, and weird colors. Maybe it's just that these days I am not able to dedicate that many hours discovering everything.