Avoid losing lives
To prevent a loss of a loss of a life, press Start when you have one heart remaining, and select "Retry". You will go back to the door you went through. This is good for health.
Keep entering the first Hoverboard stage. Get the first life, then keep going until you get to the hill with a sign. Jump to get the second life. Then, head for the finish line, and jump for the last life.