In World 1, Level 3, go to the white block toward the end. Jump in and hold Down until your character falls. Then, run to the end and you should end up behind the black wall object. Move back as far as you can and press Up. You will appear in a room with a chest like object in mushrooms. Open the chest and collect the whistle.

Alternately, in World 1, Level 3, go to the end of the level and find a white block with a Koopa Troopa on it. Kill the Koopa, then stand on the white block for about a minute or two. You will fall through the block. Keep running to the right to enter a mushroom house. Open the chest to get the whistle. Use it on the map screen to advance to world four.

Another whistle can be found in the first semi-castle. Go to the location where you can go through the door to get to the room with the "up-down" ceiling, but do not go through the door. Fly over where the screen ends. Then, keep running and press Up. Your character will end up in a room with a chest. Open the chest to get another whistle.

Go to the small castle in World 1 with the Racoon Tail. Go toward the end of the first screen where the Skeleton Koopa is next to the door. Kill the Koopa and fly up to your left to the ceiling. Then, fly toward the wall above the Koopa. Keep flying up against the wall and you will be on top of the ceiling. Go all the way to the right until you cannot go any further. Hold Down + B for approximately minute and you will fall through into a room with a small chest. Run into the chest to get the second level select whistle that can advance you to the World 7 if you are in the World 4.

Another whistle can be found in World 2. Defeat one of the camels to get a hammer. Then, go to the top right of the world to find a rock. Break the rock to open a path. Go through the path and defeat the camel to get the third whistle. There is also a frog suit in the mushroom room. You can use the whistle to warp to farther worlds.