Captain Toad finds himself alone in the Episode 3 Prologue. Grab some coins and climb the ladder. Walk along the edge of the rock. A footlight will illuminate, allowing you to cross to the other side without walking around. There's a hidden Gold Mushroom in the middle. Climb the next ladder to the Star. Wingo appears, still holding onto Toadette.
Special Challenge: Find the hidden Gold Mushroom.
The last level is particularly challenging. I will post about it when I have cleared it.