Thanks for the feedback.
When the game opens there's a small tutorial, it tells you to press TAB to see the objectives. It also makes the arrow opaque. The arrow is working fine, maybe you missed the TAB menu and couldn't see where it was pointing. I should probably put a timer so that players can't instantly close the tutorial.
I boosted the air control over the character which should make platforming easier (haven't uploaded it yet, I'm waiting for the voting period to end).
The lighthouse stairs are a bit annoying, but if you stop moving the camera for a bit, it follows the player movement and you can just hold left and forward to climb. I'll try to fit an elevator in there.
I'm using a camera attached to a spring arm, which should prevent it from clipping, but I forgot to set the margin, so the camera is placed inside the walls.