The other post is correct in saying that I-35W is part of Spaghetti Junction. However, the I-35W/MN 62 junction is a whole different interchange, the Crosstown Commons
. Spaghetti Junction is the interchange of I-35W and I-94 in downtown Minneapolis. MN 55 is also a part of the SJ, but to a lesser extent. The reason for the name is from all the local streets passing over the interchange that allow access into the interchange for the freeways.
And although this one is not referred to as such, the I-94/I-35E interchange in downtown St. Paul (less than 10 miles to the east) can also be referred to as Spaghetti Junction due to the on-ramps from Wacouta/10th Sts into the I-94/35E interchange.