Very cool concept. I liked the atmosphere, the color palette, the art style, and some of the puzzle-like elements! I had some trouble with the platforming, and I kept getting thrown off by the movement in 2 ways. 1: You can be jumping left and if you don't hold the left key long enough the character loses momentum and plunges straight down. The physics don't seem quite right. I kept thinking I could go farther than he actually would. 2: If I held down the left key while jumping left too long instead of sticking at all to the moving platform he kind of rolls off the edge, because I had to keep pressing the left key so I wouldn't plunge.
On a side note, you can get stuck in an endless loop of reading the memorials if you're trying to pick up something next to the memorials with x at the same time....even if you pick it up, it'll register as reading the think. Kind of frustrating. Would probably feel better if there was a separate key for pickup versus read, or, alternatively, a way to cut off the memorial notes so you don't have to read it all the way through, then accidentally press x again while you're trying to skip past it fast and have to read the whole thing all over again.
This was really great and I actually love this kind of thing. It was just enough story to keep me interested, and being so atmospheric with great music really keeps you wanting more. Platforming is a little frustrating, and I hope that with a few minor tweaks you have made a really great start!