Graphically, it was really cool. Levels felt very thematic and distinct. Great use of assets.
As far as being self-explanatory, I had a lot of trouble rocket-jumping. I actually didn't really know what to do at the rocket-jump tutorial, until I saw the words "rocket-jump" in the game's description. Once I got it, it was super fun. I didn't use the katana much, other than to save myself from a few bad jumps. I think the whole game is playable without the katana. Would've liked to see more interactions with the katana and rocket jump, and maybe some destructible walls! Those were fun to destroy in level 1.
Also, I was able to cheese level 3's "death tunnel" by rocket jumping over it. Which is great, because otherwise there's no way I was making it through there.
I did have some freezes and a weird.. shiny graphical bug in level 2? But I believe that is due to the web version, and they were minor issues overall.