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Right as the level starts, a Koopa will enter a yellow Koopa shell and turn invincible. Luckily, he is blocked for now so you're safe.
You have two choices. You can either step on the P-Switch, which turns the brown blocks into coins and frees the invincible Koopa shell. Jump over him and run to the end; the Koopa shell will follow you and destroy all of his buddies on the way, earning you lots of points and a 1-up at the end. If you don't get the 1-up, run back to the left and you may find the last Koopa you need to get it. Then just wait until the P-Switch expires and the invincible shell is trapped between a pair of brown blocks again.
If you want to play it safe, however, you can ignore the P-Switch and just jump over all the Koopas on your way to the pipe.
On the other side of the pipe, step on the red switch to enable all red switch blocks in the game. You'll also be given an opportunity to save the game.
