Agreed, the confusing New Game button appears to do nothing (although it probably does). Having to X out of the menu to play seems counter-intuative but that's already been said.
I found the difficulty to fluctuate quite a bit. Some areas have a single enemy, then the next area has about 700 at once (exaggerating of course). I never found any swords... are they implemented in this build?
Overall the movement was nice, the graphics were consistent, the gameplay, however limited was fun. It's definitely a good start :-)