In all non-boss levels, there is a Chibi Koakuma who marks the exit. However in selected levels, you can find an Adult Koakuma who marks the secret exit. Finding her will unlock another level in that world (in Worlds 1-7), or a new world (in World 0).
If you beat the level and the icon shows a green 'N', that means there is a secret exit in that level. If you have only found the secret exit and not the normal exit, the icon will be a blue 'E'. If there is no secret exit or you have found both exits, then the icon will be a red pentagram.
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