When you beat each world, the princess delivers a letter with a tip and a power up enclosed. However, a few of these "tips" are often for worlds you have already conquered. "The Thief that stole the whistle has escaped to the east side of the sand dunes" referring to the hidden 3rd set of boomerang brothers, however this occurs in world 2 (Desert Land), and you get this tip after conquering world 4 (Giant Land). After you defeat world 6 (Ice World), she informs you that the lost whistle is behind the dark area on world 1, level 3...but you are already on world 7 at this points. Why Princess?