That's true! Actually getting and keeping a blue Yoshi though is rarely a possibility I think of in that connection for whatever reason. Like you, I've rarely wait long to access Star Road itself (which, back when, I frequently used as a shortcut to reach Bowser's Castle quickly enough to impress friends ), but I tend to wait until I'm done with most everything else in the game before accessing the Special World because it's so tough, just as a habit.

Welp, they do give you to choice to carve your own first step there so from memories, I preferred going to the left with Yoshi's Island 1 since it gave me access to the yellow switch

In my recent playthrough on the NSO version, this is what I did but in all other times I played, I went to level 2 lol.

It's open-ended which you can pick, but 1=1. It's kind of obvious.

My interpretation is that the second level is the one they wanted you to play first, and the "first" level is basically there to teach you about the benefits of exploring the map. It's there, right in the open. You can't miss it. You don't have to play it, but you'll be pleasantly surprised if you do, because it'll open up a "hidden" switch. That sort of thing. 

Good question. I’ve done both, but I recall the very first time I played (as a kid, 32 years ago) I went right To Yoshi’s Island 2.

Makes sense to me.

Yes

You can get a Blue Yoshi easily in Star World 2.