If you're struggling to find him, then use your map, and he'll be signposted with a telltale green letter 'L'. Then, find Luigi in any of the game's worlds. Second, make sure you're connected to the internet. To unlock and play Balloon World, you must first complete the game's story. How to unlock Balloon World and find Luigi in Super Mario Odyssey
With the help of Luigi, you can find and hide balloons around areas of the game, competing against players all over the world. Super Mario Odyssey's Balloon World is a mini-game introduced as part of a free update to the game in February 2018.