Once you get to Miss Warp (3), go to the right until the track splits with a vase at each end. Go into the upper vase, and go right and enter the upper vase. Go right and go into the first orange pipe which will take you to a cave.

Go right and pop the bubble. A big White Egg should be with you. Now simply complete the level.

White Yoshi will now be with all the other Yoshi's on the Yoshi (Character) Selection Screen.

White Yoshi (and Black Yoshi) cannot be used in Trial Mode.