World Exits are Mushroom Kingdom Fusion's method of transporting the player from one world to the next. The World Exit system utilizes World 1, the Mushroom Kingdom as a "hub" world, with all worlds in the game accessible from it. Hidden in several World 1 levels are special secret exits leading to warp pipes that connect to the other worlds. However these secret exits are inaccessible from the start of the game, and may even go completely unnoticed by players, as the entrances are simply random pipes the player is unable to reach. As the player completes the different worlds, though, the World Exits leading to the next world will become open, allowing the player to play through the secret exits and unlock warp pipes to those worlds on the World 1 map.
Story-wise, as the player progresses through the game, Legion's assimilation of universes gradually grows in intensity, causing the Mushroom Kingdom to gradually start fusing with other Worlds, creating rifts between them. These rifts cause levels in the Mushroom Kingdom to become fused with levels in the other Worlds, resulting in paths known as World Exits. When a World Exit opens up in a level, the previously inaccessible pipe in that level becomes unblocked, and the world on the other side begins to "leak through", resulting in the area around the pipe to take on a prominent Fusion effect. The player will have to complete the World Exit section, which is essentially a mini Fusion level, in order to permanently open a warp pipe to that world on the World 1 map.
The different World Exits will be opened one by one in order, each time you complete the world before it. So when you complete World 1 the exit to World 2 will open, when you complete World 2 the exit to World 3 will open, etc. Which stage contains the current world exit will be indicated by a noticeable change in that stage's level marker. While the player can replay a World Exit as many times as they want once it has been opened up, they only need to complete it once in order to unlock the warp pipe to that world. Opening a World Exit in a level also will not prevent the player from taking any of the normal routes through the level.
List of World Exits
Worlds 0 and -1 do not have corresponding World Exits, and will be accessed in a completely different fashion. Also World 1 obviously does not require a World Exit to itself.