Games are designed in such a way that they teach you basic mechanics early on, and then have you test your ability to manipulate these mechanics in increasingly complex ways in order to progress. Mario games, in particular, are all about reflex and timing. If you're allowed to skip through the first area that proves challenging or difficult, what makes you think you'll be able to get through the NEXT challenge (which will likely be even harder)? You'll just have the game skip you through that one, until by the end you aren't really 'playing' at all because it's way too tough for your underdeveloped abilities.