At the beginning of the course, you should see a small shack right next to you, which has a chimney on top. This chimney is an entry point, so you can go inside of the shack, which turns out to be a slide. Unlike The Princess’ Secret Slide, which was a secret star, this one is actually part of the overall course and isn’t as forgiving. Should you fall into the abyss, then you will actually lose a life and there are no guardrails here, so it’s highly possible to go off the slide at multiple spots. So, you should take things very slowly here to avoid falling off the slide.
During the slide, you will notice that some of the coins will be leading straight into the wall. If you follow these coins, then you will find out you can go through that wall, accessing a secret portion of the slide that has two 1-Ups in it. This is a really good shortcut, due to the fact there’s nowhere to fall off of in it and it’ll lead you straight to the bottom. Should you want to go the normal way, you will have to deal with a few more twists and turns, followed by an ice bridge at the very end. Once you reach the bottom, exit through the door to spawn the Power Star.