First and more importantly you must have or collect five gold coins. At any world you have levels and toad houses that are on the map, but you don't pass through in your mission. There is always a sign blocking the path leading to a hidden level or toad house. When you read it, it asks you if you want to spend 5 gold coins to open this level or toad house. Right after it opens the game asks if you want to save. This is especially helpful when you can't reach a tower or castle. You can use the Life cheats and save it with multiple lives at a castle or tower before passing it.