I am just starting out (obviously) and would really like to get into this. I have come with a game in mind, Super Mario World, which is a pretty competitive game for speed running. I think, I'm still pretty new to this. I would absolutely love to get competitive at speed running but lack the know how.

Welcome! There are actually quite a few guides about SMW: https://www.speedrun.com/smw/guides Good luck on learning that game!