In act 3, one of the walls has a secret passage you can go through, scoring a 1-Up along the way. For the best time, you'll want to jump completely over the room with the 1-Up, though.
In all of Marble Zone, the lava is nothing more than a prop. Sometimes you want to use it (for example, the absolute suicide run in act 1), other times you just want to avoid it (which can be difficult while going fast). Also consider things like the upward boost you get from running into the underside of spiked weights, which allows you to make some jumps sooner than you would normally be able to.
Basically, that zone is one big lesson in "Sometimes it's good to get hit."
