She's called the cosmic spirit
In Super Mario Galaxy 2, there is a blue being, resembling Rosalina.If you die a certain amount of times in a certain level, she will appear some where in the level. If you talk to here and use her, she will show you how to navigate successfully to the Power Star. If you use the Cosmic Guide, the Power star will turn to Bronze Star. If you wish to change the Bronze Star to a regular Power Star, you must complete the level with out her help.
Here is a chart of the levels that the Cosmic Spirit appears in:
Flip-Swap Galaxy
Think Before You Shake
Roughly in the middle of the galaxy.
Fluffy Bluff Galaxy
Search for the Toad Brigade Captain
Near the checkpoint of the planetoid where the Toad Brigade captain is located.
Hightail Falls Galaxy
Hot-Stepping Dash Pepper
Just after checkpoint following the collapsing platform section.
Tall Trunk Galaxy
Tall Trunk's Big Slide
Right before the start of the giant slide.
Haunty Halls Galaxy
A Glimmer of Bulb Berry
Roughly in the middle of the area with the Bulb Berries.
Supermassive Galaxy
Huge Trouble with Big Wigglers
At the starting platform of the planetoid with the giant Wigglers.
Flipsville Galaxy
Flip-Flopping in Flipsville
On the Starshroom right before Glamdozer's plant.
Chompworks Galaxy
Where the Chomps are Made of Gold
Right next to the area where the Golden Chomp appears.
Slipsand Galaxy
Squizzard's Sandy Sinkhole
After the sand slide next to the checkpoint.
Melty Monster Galaxy
A Stroll Down Rolling Lane
On the platform at the start of the bowling section of the level.
Mario Squared Galaxy
Luigi's Purple Coin Chaos
At the starting platform.
Rolling Coaster Galaxy
Purple Coins on the Rainbow Road
At the start of the level.
Stone Cyclone Galaxy
Tox Box Speed Run
At the start of the level.
Flip-Out Galaxy
Cosmic Clones Wall Jumpers
Near the second checkpoint.