The first star can be seen almost as soon as the screen starts to move. Throw your boomerang out and hit the red/blue box to make the comb platforms appear under the star. After the clear pipe, you ...

In the first large area, travel to the upper right doorway (near the back of the room). You'll see a glowing spot on the snow. Do a ground pound to make a Super Star Power Up appear. Grab it and run ...