First thing I notice is the chain loading bar. Pretty neat. Though the compiling shaders part almost crashed my browser lol.
First thing first, the art style is gorgeous. I really like the low poly, PS1 style look. I also like the effect for the dog and the light.
The gameplay is pretty straightforward. Some quick time events, and a lot of walking. One thing I notice is that I seem to be drifting to the right when walking. I'm not sure if it's intended or not.
The audio work in the game is also very nice. I like the ambience and the sound effects. They sound very polished.
I don't really understand the correlation between the game and the theme, apart from the "chain" part. From what I've read on the other comments, I guess it make sense to have the "chain" "react" with things. It's an interesting take on the theme.