I like the art style and animations, were you influenced by Another World or Flashback at all? If not check them out!
Like nulture, I almost got lost in level 2 also so my #1 request would be a map. The scale of things felt too big at first but it ended up being pretty fun jumping around like spider man.
The enemies felt dangerous but not since I ended up running from them a lot so perhaps some changes would help - if avoiding enemies was the intended play style, then maybe make them even more dangerous and have the player leverage their wit rather than brawn against them through clever level designs.