Story related and cannot be missed.
Will unlock when completing the final Winter Blunderland level.
In case anyone else was wondering Winter Blunderland is the 3rd stage/world in the game 😊
1. Peggle Institute
2. Mountain Highs
3. Winter Blunderland
4. Gnorman's Gneighborhood
5. Gravely Grove
6. Celestial Realm
Considering the changing protagonists and the random assignment of coloured pegs, specific tips for this set of stages aren't available.
Just do what you normally do - try and get as many orange pegs lit up as you can.