Also serves as one of those "learn by doing" things that Egoraptor talks about in his Mega Man Sequelitis.

So at this early point in the level, you've acquired the game's first super mushroom. Assuming you've got some minor experience in gaming, you'll probably have little trouble getting past two or three enemies without getting hit. Then this comes up.

You've just come from a spot where you can either run along the ground or jump up on a small hill to grab some coins. (Or a dragon coin, I forget.) If you do the former, you have just enough time to react to HOLY SHIT GIANT BULLET BILL and duck into the little divot shown here. If you don't duck, you take the hit, but are still alive. You'll then think "Huh. How can I avoid that next time if I'm still too tall, even as small Mario? So you try ducking. Boom. Later in the level you'll come across another and dodge it with no problem.

Alternatively, if you're up on the mountain you're too high up to get to the divot in time, but high enough to jump over it, so your likely twitch reaction is to attempt to jump. If you're not running (presumable, if you neglected to read the manual) you will fall on top of the bullet and defeat it, thus learning how to take out most enemies.

See? You don't need a tutorial, just an understanding of player's thought processes.

Dodging one of those was one of the most satisfying things ever