The star that annoyed me the most in that game was the one in Wet-Dry World where you have to take an elevator up to it. It's really difficult to get to the top of that world with the water drained and then I had a hard time "outrunning" the elevator.

Did you know that if you get Mario up really close to the paintings in some of the first rooms of the castle, then rotate the camera around, you can see a big red letter "F" lying on its side floating around behind the wall?
Round up the pizza delivery boys... We're going in!!