You want to gather as many stars as you can, since they're the in-game currency and also allow you to score more points. However, don't focus on them so much that you stop paying attention to your surroundings. Plan courses that will allow you to pass over stars, but only when you can do so safely. The same is true of keys, which allow you to open mystery boxes. You won't find as many keys as you will stars, though, so make sure you prioritize for keys when the opportunity arises.