The game was fun, but did break in a few ways - some enemies glitched either into each other or in random directions, which made it easy to avoid or kill some of them. I liked the variation between the 2 kinds of enemies, the ones that shoot and the ones that do melee damage; I found I could save my ammunition by jumping over the shooting enemies in a carefully timed way, but had to kill the melee enemies. Figuring that out while playing felt good.
The game is cute; I liked the aesthetic, the atmosphere. The backgrounds looked nice and the characters were memorable. I wish there was more going on in the foreground - some textures on the ground would be nice.
The music was perfectly fitting, but the lack of any sound effects was a bit disappointing. Understandable, though, given your limitations.
The introduction of Zeus and the whole mythology theme was a creative way of incorporating the "Lightshow" theme; the "show" part only really showed up with the fire attack and the enemy laser-like projectiles, but all in all I liked the way the theme was used here.
I liked that you explicitly included the "Only One" limitation as a choice before each stage, but I quickly realized the flame/spark power (or whatever it was called) was unwieldy, and the arrows were the only weapon really worth choosing because you had so many more arrows than light-powers. It was a good idea, but it didn't really impact the game much.
Keep going with this! Add some more complex platforming, more enemies, etc, and this could be a solid 2D game.