Are unused Start Worlds shuffled into the card supply?
Yes: per the Setup section of the rulebook:


  Find and shuffle the five start worlds. Deal one world face up to each
  player. These form  each player’s initial card tableau.
  
  Shuffle the unused start worlds together with the game cards. Deal six face down cards to each  player. Each player then examines these
  cards and discards two cards face down to the discard  pile. The
  remaining game cards form the initial card supply.


[Bolded by me for emphasis.]