In Super Mario Galaxy there are planets floating around that Mario can walk all around. Some planets are spheres or odd shapes and have no up or down association, but other planets are coin shaped and have two sides to them.
First time you encounter a little planet with a flip side to it, they need to explain it visually to the player. Get the idea that theres a entire other side to the rock your standing on, probably with more stuff being on the other side.
But the player can't see it at all because it's on the other side and whatever the player doesn't see isn't there.
I'm sure you could explain it to someone all day using text on a sign post.
Well, maybe you could, but "walk off the side of the world!" Just looks kinda silly.
I think how they chose to do it is a little genius. They actually use two differant methods right next to eachother.
One part is a bridge that goes over the lip of the world and wraps around. This works really well as a visual queue to the player expressing where to walk.
The second other method, is the warp pipe that just warps to the other side directly below it. Probably redundancy in case the bridge doesn't coax someone, they'll travel down the pipe and get to there destination.