I was in 4th grade when the Super NES came out. In Super Mario World, I don’t remember trying to find all the exits/secret levels. What I remember most is that I found the overhead map of the levels fascinating. I also thought the music in most levels was very catchy. Finally, I remember it took me many many attempts to beat Bowser in the final battle. I think it involved flinging shells.
You should play Contra 3 next. I spent almost as many hours playing it as I did Super Mario World.
The overhead map is indeed interesting. There are some spoofs of it out there that shape it to the world map. You would be correct that flinging was required to defeat Bowser but it wasn't shells it was two of his henchmen that you first had to jump on to make dizzy. You could then pick them up and fling them upwards to hit Bowser. This repeated for three cycles/ six hits at which point Bowser would be defeated. Contra 3 has been noted, I'll give it a shot after Donkey Kong.