It's a small 3D platforming game made in under two weeks. You can theoretically 100% the game on your first playthrough in under an hour, but I don't think that's true for most people (and not me either).
Do you have a controller plugged in? I don't know what the keyboard controls are like, but if you have a controller, you should probably use that. On controller, you can press the confirm/jump button (Xbox: 'A', Nintendo: 'B', Playstation: 'X') to access the main menu. You can also use the standard 'cancel' button for that controller type to go back or quit the game. In-game, you use the confirm/jump button to jump, the cancel button to dash, the 'Start' button to pause, and the right trigger to grab/climb on walls. Also the game is a really good translation of Celeste's mechanics to a 3D environment, and it's even great in its own right.