How to start a game of Super Mario World and manage your save data.

How to Start a Game of Super Mario World
At the title screen, press a button to display the three save files. To start a new game, choose one of the save files that says "Empty". (If there aren't any empty files, you can erase a save file if you wish.) Then, if you're playing the SNES version, choose 1 Player Game or 2 Player Game as desired. This setting is not permanent; you can choose 1 Player or 2 Player whenever you load the save file.
After a cutscene, press a button, and the game will begin. Your starting location on the map is Yoshi's House.
If you are playing the Game Boy Advance version, you can press R on the world map to switch between Mario and Luigi.
How to Erase a Save File in Super Mario World
To erase a save file, move the cursor to Erase Data and press a button. Then move the cursor to the save file that you want to erase and press a button. It will be deleted immediately, with no warning, so be careful!
Afterward, move the cursor to "End" and press a button to return to the title screen demo.