I dunno about all of them. Nintendo did a good job making these not blend together.
In order to play all the levels in this game, you have to finish every level with full health (easier said than done, especially for most bosses), all 20 red coins, and all five flowers. Collecting five flowers also gives you an extra life every time the fifth flower is collected, so if you keep dying at the end of a level, you’ll more or less keep a static amount of life. The extra 1-ups that I keep getting come from the hidden coin counter hitting multiples of 100, just as the visible counter does in many normal Mario games.
The reason this game is called “Super Mario World 2” is for marketing purposes more than anything else. Yoshis were introduced in Super Mario World, so they’re not new to Mario, but this didn’t have to be with those creatures. Nintendo just didn’t know if people would buy this with a new IP. (You might notice that pretty much none of the enemies in this game are from other Mario games.) In future entries, they ditch Mario entirely, but it’s still linked to the Mario series, so I count it for the Sunday streams. Either way, this is a series that I really enjoy, even if it’s frustrating at times.
Speaking of frustrating, even world 1 has some really rough parts, what with the off-screen bouncer in one level, the falling Chomps pushing you downwards as they fall, and Poochy. Technically, none of these are super unfair—the bouncer had a hint log, the Chomps at least let you know they’re coming (though not where they’re coming), and Poochy is manipulated entirely by Yoshi’s relative position and facing. But especially compared to later entries, they feel extremely unfair. (Yes, Poochy gets better.) There will be other difficult items later (Yoshi is as allergic to spikes as Megaman is), but at least they have the excuse of not being in world 1.