I think part of what makes Wario Land 3 confusing is how massive of a game it is. Unlike 4, which a kid could beat in a single weekend.
But yeah, after you beat Rudy, the game can get pretty confusing. Especially if you take a long break in...
Keep going back to the giant face, he tells you the name of the level that you need to explore.
You have to explore the level until you find the right chest. Each level has 4 chests: Gray, Red, Blue, Green. (Not all chests are needed)...