I really thought this game had a lot of charm, and I found it satisfying to make progress by finding the next thread spool. The core idea of a "metroidvania" where your character is connected by thread and getting more spools allows you to go further is really clever.
I think if you kept going with this, it would be great to see more uses for the yarn than just being a tether for the player. I can't help but imagine a platformer where you can throw your yarn ball and swing on it, or let the player toss the yarn ball which temporarily expends yarn.