Lets say i game over in world 2-3 so i can go back to 2-3 cuz i unlocked the pipe from the tower, now... do i need to go back and do the 2-1 and 2-2? Or they count as "done" and i can go directly to 2-3 again?

As long as you beat them before the game over, it's fine to skip them if you can.

Ok thats good cause im starting to practice and ill surelly game over :)