There are a few secrets in NSMBw. The best place to look for ‘unlocking’ stuff by playing is GameFAQs, which also supplies some good walkthroughs. But this is a hacking site, not a walkthough and cheats site!
Hacking your save file
Download Tanooki Save Editor and Waninkoko’s Savegame Extracter/Installer. Run Savegame Extractor with HBC or Bannerbomb to extract your game save. Check your SD card, the save file will be in ‘.sav’ format. Load it with Tanooki Save Editor and modify the options you want to change, save the file and import it to your Wii again with Savegame Installer. Click here for an example .sav file.

Be sure to click ‘Update’ every time you make a change to a game save slot (1, 2 or 3).
Tanooki Save Editor seems to have some limitations. You can’t get shining stars, and (I think) some special routes aren’t unlocked when you click “complete all map” (under ‘Actions’). Also, I encountered a bug where a few red mushroom houses were unavailable.
Pre-hacked save file
Click here for a pre-hacked save file in .bin format. Every character has 99 lives and 99 of every item. Save slot 1 has everything unlocked, Slot 2 lets you start a new game with 99 of everything, and Slot 3 has everything opened, but isn’t complete.
This save file is in Wii’s native format (.bin). To use it, extract everything to your SD card and copy the save file to your Wii memory via the SD card memory screen. Note that you’ll need to delete your old NSMBw save file first, or create one (then erase it) if you haven’t created one yet. If you’ve copied your NSMBw save file to your SD card already, replace the file ‘data.bin’ in the private\wii\title\SMNP folder with the one in the ZIP file.
Customising your save file
The file ‘save_banner.arc‘ dictates the image and icon of your save file, while the last lines of the text file in ‘Message.arc’ (NTSC/PAL) dictate the text of the save file. Modifying these will change your save icon, banner and text. I’ve not tested this, so use at your own risk and always keep a backup of your save.
so…
you can't make a new file?
you can copy one and edit that as a second one