At least in Donkey Kong Country, you knew once you found all secrets in a level because it'd display a ! after the name. When I first played DKC at a young age I didn't know what the ! meant, so I just thought that randomly the game wants me to shout the level name instead. Alright, should we try Coral Capers next, or return to JUNGLE HIJINX!!! to get more lives first?
Annoying thing about SMW is that once you've beaten the game and found all Red Level (I refuse to call them "goals") 2nd exits, you may find that you're still missing some levels. I remember being confused about whether the Back Gate to Bowser's Castle was counted as a separate level (doesn't seem like it).
I forget, do the 8 goals in the Special World count? I think they do. That was such a cool world, but the fact that the levels were so much harder than anything else in the game made me think that it was a secret "pro" section only for those who really wanted to complete the game front and back.
I recommend trying to get through the levels without save states though, just to be satisfied when you get 100%, because I think the level before the Back Gate to Bowser's Castle is still the toughest level in the game, tougher than Special World (since late in the Special World you can just fly over everything). The reason is that part in the level where you're hopping across platforms that have spikes crashing down. There's no safe ground, and don't count on losing one power to save you because I found that getting crushed by those things kills you anyway. It's a lot of work just to save a few minutes of considerably less effort going through the front gate.
