Being chained together makes multiplayer definitely more interesting, and I really liked that it gets tangled around objects. It would be cool to see puzzles that make use of the chain/character distances.
One suggestion I have is to relax the falling into pits a bit. Dying instantly when you scratch the darkness got pretty frustrating especially with how quick the character's acceleration was. If you work on the game more, an interesting idea would be the character starts to fall but the other can pull them back up using the chain, or maybe they need to go and help the character up with a prompt.
Another issue we ran into was the combat was a little frustrating in that if some of the enemies hit you first, they would stun lock you and you couldn't fight back. Also, they could easily stun lock both characters at once if you ran in to help. It might also help the game if the players couldn't hurt each other. Lastly with the combat, there didn't seem to be much purpose for one character being fire and the other being ice (maybe there is later on in the game, but I didn't get past the third level).
This isn't a suggestion, but a bug I ran into. When you spawn in a level, the chain seems to sturdy so walking towards the chain with either character keeps the chain rigid and slowly pushes the second character. It is fixed as soon as a character moves perpendicular to the chain.
Overall, really interesting concept, and with some tweaks could be really cool!