I also had the cart with Duck Hunt on it too. TWO GAMES ON ONE CART! Genius at the time.
I loved Super Mario Bros. I grew up playing Super Mario every day.
Yeah I played through the game properly, level by level, but if I died I used to use the warp pipes to get to the bit where i last got a game over, and carry on.
I remember where one warp pipe was, it was in the very first underground level (I loved the music in those levels) and you had to use the elevators or break the bricks to get "on top" of the level, and run, beyond the exit pipe. You'd eventually get to a room with warp pipes in it.
I remember finding this out all by myself when I was like, 6, and I was so pleased with myself lol