In the first mission you must save all the lobsters for two warps to open.
The first is located in the seaweed to the Left of the entrance pipe next to
a white rock. Position Double Bubble Seven over the seaweed and push
Down. This will take you to mission 6.
Also on Mission 1 is a warp that will take you to Mission 11. Once you have
saved the last lobster, go to the far Left, and jump out of the water onto
the ledge. Move to the edge and push Down.
You can find a warp in Mission 2 that will take you to Mission 10. Save all the
fish from the toxic waste, then move to the Right of the entrance pipe at
the Start of the flat ground and push Down.