Love the retro vibe that this has. Controls feel solid and the zoomed out camera gives a good view of the world around me. There is a lot going on in the world, in terms of visuals and enemies, that makes it feel alive, and I like immediately seeing things like a door that I know I'll unlock later.
I personally didn't feel a huge need for a story or clear goal right off the bat, the world itself invites you to play. A lot of older NES or MS-DOS games are like that; you just get yourself a controller and simply play, and that's fine. I did wish for more check points though, or health packs, or the ability to heal right away. I kept dying, and being taken back all the way to the start is hugely demotivating. It also looks like you're not given full health when you see the two greyed out hearts, I think it'd be better to hide those if those are meant to be upgrades for later, or just give the player full health.
Lastly, something I really loved was watching things in the world interact with each other. Seeing the caterpillar die and transform into one of the enemies, then attacking the thing that killed it, was a really cool detail.