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While Koopa Paratroopas do appear in Super Mario Bros.
3 and its remake, Super Mario Advance 4: Super Mario Bros.
In this game, Koopa Paratroopas first appear in World 1-1, one of the first enemies encountered.
Typically, Koopa Paratroopas are placed in large gaps where Mario and Luigi must stomp on rows of them to traverse a pit or reap other rewards.
They traditionally come in two varieties: Red Koopa Paratroopas usually fly up and down in a set path, while Green Koopa Paratroopas often bounce in the player's general direction or fly back and forth, although many exceptions have been made of these rules.
In Super Mario Bros.: The Lost Levels, Koopa Paratroopas are a very common enemy, and in some levels even more common than Koopa Troopas or Goombas.
Their attack pattern is different than in the original Super Mario Bros., as both colors can jump up and down and fly rather than behavior being tied to a specific color.