Yeah the only issue with this one is exploring the underground bits are difficult. It's practically impossible to get down the holes near the Mario bit in the east.
If you click on yourself then you switch to a ghost - in that state you can pass through objects.
Explore away!
Tip: As others mentioned, you can switch to a ghost by clicking on yourself, allowing you to pass through solid objects. Once you are in front of a solid object, you can click on yourself again to return to your normal self and travel more quickly through the solid object.
If you become a ghost you can go through the ground. It's slow, but sufficient for getting past blocked tunnels.