I tested a Super Mario Bros. 2 disk today and the title screen has 4 stars next to the 'SUPER'! What do these stars mean? I'm guessing it's some indication that the bonus worlds are unlocked or something? So now I assume that this game can save data?
It does, yeah. You get a star each time you beat 8-4. Get eight stars and you can access the Letter Worlds.
Ah, very cool! It's a shame that the game couldn't save more stuff, like high-scores or letting you continue after loading.
It could but it doesn't, kind of disappointing. Even the FDS version of SMB1 isn't saving the high-score if I remember correctly.
Also there's no way to erase the stars as far as I know, besides hex hacking it and rewrite the image back to the disk. Should be possible to make a tool that are capable of editing disks and run it via FDSStick or similar device I guess.