Super Mario World stages are just full of alternate exits, all of which you'll have to find if you want to achieve full completion. (There are 96 exits total to find).

One of them is particularly useful, it leads to something called the Top Secret Area.

Start out by making your way to the Donut Ghost House while you have a Cape

Immediately fly up and toward the left

Follow the path to the right and down toward the door. There's only one way to go. You can grab the 1ups if you want.

Break the tape at the end of the stage and a new path will open to the North of the Ghost House, the Top Secret Area!

This is a really nice little stage. There's a Yoshi and four powerup blocks (two feathers and two fire flowers)

Letting you get prepared for any stage that might be coming up.

And it all resets once you leave, letting you collect everything again.