Super Mario World/Star World 1

Okay. To beat Star World 1, float over to the Yoshi egg at the start and grab the blue yoshi. Feed the Star to the Yoshi and it will grow up. Now, simply swim up as high as you can go and swim through the whole level. When you reach the end you will see a green pipe and an empty stretch of water underneath it. Swim through it and you'll find a room with a key. Put the key in the keyhole.