Right from the start you can tell your objective is to get all the Key Coins so you can exit. Start by turning around and grabbing Key Coin #1 then cross the bridge. Behind the tree is Key Coin #2 and in the ? Block is your first Lucky Bell (and what a good level to use it in). Climb up the tree and launch on to the next level where Green Star #1 is placed behind the Bell of the Beanpole.
Continue your climb, avoiding the spiked rollers as you climb into the hole in the wall then into the pipe. Press the P Switch then collect all the blue coins to earn Green Star #2 . Key Coin #3 is up the left side of the mountain and Key Coin #4 is off to the right past a pair of Spikes. Ascend to the highest point of the mountain and climb the tree for Key Coin #5 then leap down to Green Star #3 . With the Lucky Bell you can jump off and do a ground pound to acquire a bunch of coins with the long fall.
Now you can enter the Warp Box and cap the Goal Pole.