The beans and rice simplicity of crude visuals and audio can be jarring, but this is the early '90s - let those standards go. You've only got two options, attack and jump. Now get the thumb lube, and go forth into the deadly hand-drawn maelstrom. Move fast, shoot fast, react fast. As the difficulty gets increasingly grueling, you're rewarded with higher scores and better challenges.
The religion is explained best by the included 1996 game Vectorman 2. When you choose your skill level, it's not easy, normal or hard. It's lame, cool, or wicked. Are you so good that you're wicked?
To offset the "wicked" challenge, Sega has included the ability to save at any time. Hallelujah! In the original Genesis era, if you spent five hours slaving over a sweaty controller to reach the final level, and a wayward pixel took your last life, tough. Start over. Actually beating a game meant a tiring (if satisfying) cycle that could easily slip into an epic all-day quest. Being able to save and come back later significantly reduces gamepad annihilation. Especially because some games, like Altered Beast, insist on the pure hardcore: no tiered skill levels, not even an option screen. Become the beast, damn it.