Very minor, but if the player restarts this level at the midpoint, the rain/thunder effect will not be present like it was at the start. Either add the necessary resources (I believe there are all sprites tha you used) at the midway entrance or just run everything through UberASM.
Because of how the camera works by default, it is entirely possible to take damage from the Parakoopa behind the status bar/above the camera.
Use a ceiling generator sprite to prevent this from happening.
You may wanna disallow Yoshi from entering this level, especially since he reacts badly to Dry Bones when they collide.
The shell when it's about to be throw is blue, but when thrown turns green. There's also no indication that they can't be stomped on (unless the message box says so, since I can't read Spanish well)
Most of that is minor stuff that you should just take into consideration for future updates. The rest of this hack is done pretty well and was pretty fun to play. Maybe also remove the Hammer Bros from the first couple of levels (save them for a later level or much safer setups), but that's about it.
Great job! This hack reminds me a lot the SMB2 and SMB atmosphere, or sometimes, a level made in the SMBX engine. Nice soundtrack, nice gameplay and man... the first castle is very funny, i laughed a lot.
Keep up the good work, I'll be waiting for the final version someday.