I never played 2 and 3, how different are they from 1?
Kokonoe's description is pretty apt. You're at a starting point, and have to reach an ending point. These ending points differ between the two.
In
Wario Land 2, it's just a door (or a boss, depending on the level); reaching it (and in the latter case, beating it) will finish the stage. However, there are sometimes two doors out of a given stage; going to the hidden one opens up a secret world (not just one level, usually, but like five of them in a row). There are, like, five (I think?) different endings to the game that you can reach - one from just going straight through the normal exits, and several others you reach from those secret worlds.
Wario Land 3, on the other hand, has you finding a colored key somewhere in the level, and then opening a treasure chest of the same color. There are four key/chest pairs in each level (grey, red, green, blue). You generally cannot get all of them your first time around; you have to find certain treasures in other stages to alter the level design of earlier ones, opening new paths up. On top of that, most of Wario's arsenal of moves are missing, and you have to gradually re-earn them; this also opens up new paths in past levels. Eventually, you'll get the five Macguffins the mysterious figure in the opening sequence sends you after (five special music boxes), and thus unlock the final boss fight. I suppose your mileage may vary on how fun that is, but I actually kinda like it; it's basically a stage-based
Metroid game starring Wario, and my favorite in the series.
You cannot die; any hit just sends you flying uncontrollably backward (and losing some coins in
Wario Land 2, which are needed to play the minigames for 100% completion). Typically, that's enough to send you further back in the stage than you'd like to be, which turns out to be a surprisingly adequate punishment in lieu of potential death. However, this game puts focus on Wario getting hit by
very specific types of attacks, which transform him into various forms required to reach certain areas or solve certain puzzles.
Wario Land 4 kept the transformation concept, but added in a health bar for better or worse (didn't really change much, I suppose).
Also, both games are much, much longer than
WL4 is, honestly.