Gold Stars are the usual level exits in Wonderland Secret Worlds, Wonderland Adventures, Mysteries of Fire Island and Planet of the Z-Bots.
In Wonderland Secret Worlds, Gold Stars are usually blocked off by Rainbow Gates that require all present Key Coins to be collected in order to open (as opposed to Rainbow Coins). When you get all Stinkers to a Gold Star, the level is completed and your Gold Star count is increased by one. There are also several tollgates on the world map, requiring several Gold Stars to be sacrificed in order to pass. If you replay a level, then you will not gain another Gold Star.
Gold Stars serve a similar function in the Wonderland Adventures trilogy, except they are not blocked by Rainbow Gates (except for in Retro World levels). StarGates open when the player has a certain amount of Gold Stars depending on the StarGate, however StarGates do not take your Gold Stars upon opening. Gold Stars can also be collected in the Hub, but they will appear much smaller than their Adventure counterparts. If you replay an adventure, then you will not gain another Gold Star.