First, I want to say I like the concept and the art!
A couple of (intended as constructive) criticisms:
Second, it's really irritating that if I accidentally walk into water, I'm penalized with restarting at the beginning of the level with items lost. Suggestion: Make it harder to walk into insta-kill obstacles, or allow restarting at the somewhere right before the obstacle.
Also, there's no way to make it start full screen. You can click the menu bar and do it from there, but it would be better to have an option in-game. As it is, the default window is tiny on my monitor. It's a minor irritation.
To address the title to this post, this game doesn't allow saving? The 90s are calling! ;) Seriously, adding a save feature would somewhat alleviate the aforementioned restart at the entrance to the entire level. I would implement this feature for sure.
Anyway, it's a good concept, I will try it again if saving is added. Thanks for reading!