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Cave Story has an advantage over its predecessors, though: game design really has advanced in the past 20 years. The secrets and hidden quests aren't too obscure to be found without hints from a friend or tons of free time-- they're easy to see, and yet the main branch of the game flows so smoothly that you don't sit around banging your head on an optional puzzle because you think you might need it to continue. The numbers that appear over your head when you take damage are invaluable; you don't have to look up at your life bar during a fight to figure out which of the boss's attacks you need to be scared of. The game also handles power-ups nicely by making damage to your weapon easy to incur (ouch) but almost as easy to fix. You can't let your guard down just because you have the bestest weapon, but you also aren't punished too viciously for slipping up.
Much as in some Ubisoft games, the mechanics are mostly taught by example; if you're about to be in a life-or-death situation involving water, there will be a completely safe puddle beforehand to remind you how long you can stay underwater.
The one thing missing is a way to have multiple saved games at the same time; some decisions made in the game are irreversible, and apparently it has multiple endings (another modern thing, I think-- I don't remember seeing that in a platform game until around 1999). But the whole strength of the design is that you don't have to care about any of this to enjoy it.
Here is an excellent English-language site for the game, with pointers to downloads for both the game and the translation patches that Aeon Genesis did from the original Japanese.