The vertical nature of this level makes it a great place to use the Cat Power-Up. You get one pretty early on, and you definitely need it to find all of the collectibles.
The major obstacle throughout this level are Bullet Bills. Expect many of these enemies to come from the many Bill Blasters positioned all over the level.
Green Star #1
Using either the Cat Power-Up to scale walls or conveyor belts, or the various cloud platforms, climb your way up the first section of the level, favoring the left side of the terrain. At the highest point of this starting section is the first Green Star.
You can survey the rest of the level thanks to a Sprixie near the Warp Box.
Green Star #2
On the raised platforms next to the Checkpoint Flag, you can find a Mystery Box. In this bonus room, you have 10 game seconds to follow a circular conveyor belt on the wall to reach the second Green Star.
A hidden ? Block contains a 1-Up on this wall. It can be accessed only by climbing into the ? Block with the Cat Power-Up.
Don’t be hasty when climbing up these cloud platforms. Some retract into the wall, while others extend. Take a moment to make sure that you’re safe and know where to go before you start your climb.
Green Star #3
When you see this row of vertical conveyor belts, use the Cat Power-Up to climb up the one on the far left. Then, transition to the one that it feeds to, a belt traveling to the right. This takes you right to the Green Star. Alternatively, you can drop right onto it from the ledges above.
Stamp
The platform that is meant to assist you in reaching the top of the Goal Pole has the Stamp hovering off to the far left.