In So the Adventure Begins, you will see two platforms with a crystal on each (near the bee). Jump onto the second platform and keep stomping (double jumping) until the sparkles appear. You will be taken to a small level with no monsters. Find the sparkles, stand on them and they will take you back to the main level.
How to win last level
To win Secret Sentinel, you have to get all the gongs vibrating at once, so the boss is overwhelmed. Be quick but accurate here, it is best to collect those few crystals or else you will lose a life, not a crystal if you get hit by the boss and will have to start over.