There are hidden exits in some levels. When you enter them, a large star will appear and there will be the next level. You need all of the stars (to enter all of hidden gates/exits) to access to Slightly Nonsense level
The gates are big as the ball you play with. There are two types: horizontal and vertical. It looks like a hole on the surface of the wall/ground.
I hope this helped and I haven't spoiled too much!
Also, when you browse levels, some of the screens will show you an outlined white star. If its not filled yet, then that level contains a star you haven't found yet.
Picture that you are the level editor. What places are reachable but as a player would not be accessed? You would place a hidden exit there, so try it out. Maybe its there!