The first Puzzle Piece is right near the start. Blow on the beach grass next to the pier to get it.
After jumping into the Rocket Barrel, go through lots of bananas to collect them. However, when you reach a single line of bananas, be sure to get all of them and a Puzzle Piece will appear. Quickly grab it and keep going.
Keep flying at about the same altitude as the last Puzzle Piece, and you can snag the K KONG letter. Or you can just follow the path of bananas, which will take you through this block as well.
The O KONG letter is a bit tougher to get. At this point in your flight, you must fly over jumping Nibbles. To get this block, you will have to go over a Nibbles and then dive down to grab it.
After the checkpoint, a pirate ship will give chase and start firing its cannons at you. Dodge the exploding cannonballs, and follow the path of bananas to run through the N KONG letter.
Shortly after the N KONG letter, the pirate ship will fire several cannonballs up high. Dive below them and then pull up right after them to grab this Puzzle Piece.
The next Puzzle Piece is right after the previous one. The pirate ship will fire several cannonballs, but this time they are low. Stay right above them and then dive down to get the Puzzle Piece.
After the pirate ship’s chase ends, follow the trail of bananas right through the G KONG letter to spell out K-O-N-G.
Once on dry land, run past the Slot-Machine Barrel and pound the ground at the area’s far right side to drop into a bonus area. Here you jump into a barrel and then shoot yourself up into the air to collect a balloon, coins, and bananas. Clear them all to earn a Puzzle Piece. After exiting the bonus area, jump to the Slot-Machine Barrel to complete the level.