At first I struggled to find the first key until I saw in your comments it was near the start. I see I'm not the only one that happened that, I think it is because the screen borders up and down the screen look more like a wall than a border and it gets confusing.
After I found that key I was able to die and appear in the dark world, that was a nice surprise. It is a clever usage of palette and a good use of the theme.
However I wasn't able to find more keys, the map is too large and I get disoriented right away but I would like to play more if it were easier to find the items.