Most people simply have trouble at the beginning of his target practice stage. To get out of the hole which you start in, all you have to do is wall jump. Jump towards the wall and as you make contact with it yank your control stick the opposite direction and Young Link will jump off the wall. The ending result will have you jumping in a zigzag pattern out of the hole.
The other area where people have trouble in this level is a target that is located in a surrounded box. To get this you have to have known the fact that once you throw the boomerang, if you miss catching it on it's return path back to you it will go behind you. Once you miss it it somehow gains the ability to pass through walls. It will go through the wall and hit the target. The best place to do this from is on the platform to the right side of the box. Roll Young Link to the left, so he's on the farthest left edge, as close to the edge as he can be on the platform to the right of the box. Throw your boomerang, jump as quickly as you can and congratulations. Well, maybe not. It may take some practice for you to get this right.