I'll start off myself.
1. In World 5(The doppelganger world), I think it's the fourth room in, you have a door all the way towards the right and a platform overhead with a puzzle piece. I couldn't figure out to let the goomba kill me by walking off the platform onto my head, elevating him high enough so my future jump from the upper platform could bounce me to the puzzle piece. God I hope you can all visualize what I'm talking about.
2. Definitely World 6(The pocket of time world), where in the right upper corner, you have to pass two goombas in a row past three pirahna plants so you can hop off one and onto another for a boost big enough to reach the upper platform for a puzzle piece. I knew what to do early on, but it was maddeningly difficult to execute.
3. Oh god where do I start? I want to run over the ending like five more times tomorrow to take it all in. I took in that the princess talk was double speak, meaning both the real princess in this fantasy world where Tim can reverse time and as a metaphor for his real life in Manhattan where he doubts his choices. Things I haven't quite grasped yet. What's the significance with castles and using every room picture to form the World 1 castle?