Originally Posted by lilalurl
I highly recommend learning/exploring thoroughly the first world. The 4 levels are easy compared to the remaining of the game and getting the most out of them (power ups, lives, money) will help to be prepared for the forthcoming levels.
And afterwards do the same in world 2
For me world 2 is the key to be able to finish the game, as it has lots of extras and is still not too hard. World 3 and 4 more or less drain your resources.