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Okay, um, the first place with all the other worm guys is the hub, the main menu leads there, discovered areas can be accessed there. Your worm buddies are all hiding, you've gotta find em at the end of each world that is often times broken into segments. These segmented worlds have portals that will lead back home (either inside that grey hub or that white/yellow place just outside it) for convenience. All roads will wind back to the hub, so don't worry. Just take another path once you've found another friend of yours. Each world has its own hidden objectives, but they're easy to figure out.
youtube.com/doctoreggmannega 3DS 1590-4712-5284 PSN: DocEggman "When i'm on the ps3 internet browser can my friends see what website i'm on?"
Some of the levels are definitely less interesting than others - the enormous blue forest where you flip everyone's masks and then twang a prong and suddenly you've completed the level, despite expecting to be doing something more, that was really disappointing. It had nice touches and perhaps I missed a secondary objective, but that was definitely the low point for me. Loved the Caves, the Kites, the Water Park and the charming little interlude where tiny people throw spears at you though. About halfway through I seriously struggled to find where the next levels were though!