Good news, the first stage, Forgotten Lands is totally finished! Didn't take too long neither so that's lovely. I'm now working on the third stage, which be the Cargo Train.
This level is going to play sort of like a Mega Man X level, which means it's going to be a wee bit tougher than the other two. However as you can select which of the first three stages to play, (much like Gunstar) it doesn't really matter. Anyway yeah, 'ere be a picture.
Thanks for all the comments! Means so much that people are enjoying the look of this game!
(And a video of one of the parts from the first stage)
(This is an old video, I've done tweaks to the sound and boss)