That's why I love that level. ^^

No kid in the world started with Yoshi's Island 1.

Yar! There and Cheese Bridge, I know. For someone like me, there needed to be more blue Yoshis in the game than just in two levels.

There are 3 levels where you can find Yoshi Wings to get blue Yoshi: Cheese Bridge Area, Valley of Bowser 2 and Way Cool.

Also, you can get the secret exit in Star World 5 with just the cape if you got the skills.

Yoshi's Island 1 on the left first to reach the Yellow Switch Palace. And then YI2 to continue with the rest of the game. As I had always assumed it was intended.

Yoshi's House is the first level.

This message plays on Yoshi's house after you get Yoshi.

I suspect even Nintendo thought some people wouldn't play Yoshi's Island 1 first.

Yoshi's Island 1 is the first level, it's just that nobody is forced to play it as their first level. But it's called "1", so it's unambiguous. Super Mario World is not like the NES Mega Man games where no true first level exists, because they are all equal.

Now you can speculate about the order of the numbers in SMW. It could be that the left level is "1", because it invites players to play it first and reach the Yellow Switch Palace with its reward of yellow blocks that not only make the way to the first castle easier (Yoshi's Island 3 is filled with very wide bottomless pits that get covered by the yellow blocks), but also provide additional power-ups (each yellow block contains a mushroom). But it could also be that the left level is "1" for the simple reason that the numbering would be stupid otherwise; the right path would then be YI1, YI3 and YI4. They could have named the left level "Road to the Mountain" and the right side YI1, YI2 and YI3, but I think they didn't, because their intent was that players try out the left level first.

I don't think leading to a dead end on the world map disqualifies YI1 from being the true first level of the game. There are plenty of dead ends, after all. The point of SMW might be the overthrowing of conventions in video games, and making the first level lead you to a dead end is certainly not a normal thing that occurs in video games. Just like going to the left in a sidescroller is not the usual thing to do.

Regarding the updated message in Yoshi's House, obviously Nintendo's developers didn't expect every player to play the left level first. That was the point of providing a choice right at the start of the game and the game's help boxes are designed to accomodate for that.

If nothing convinces you, then think about it this way: If a new player asked you which level they should play first, which one would you recommend? I don't believe anyone would recommend YI2 in good conscience, because YI1 opens up the path to a permanent benefit (yellow blocks) for your save file. It's way too good to pass up. It's kinda like playing Metal Man's stage first in Mega Man 2, only that YI1 in SMW is really called Yoshi's Island 1.