The art style is great! Gameplay seems pretty good so far! :D
Not a fan of the wall-jumping mechanics though (in their current state). They are too difficult to pull off correctly. Can you have it so that the player automatically sticks to the wall, so you can just press the jump button to wall jump? I'm not sure...
(Incidentally, I always thought wall jumping was more of a gameplay mechanic for the SNES than the NES :P)
Some other things:
-Somehow, I fell through the acid around the beginning of the third stage and kept falling infinitely.
-In stage two, the wolves spawn in the walls and fly out like bullets. Is that just buggy movement or are you emulating some of the weird things NES games do on occasion? Either way, it's a bit unfair.
-The text is hard to read, especially in the prologue.
-A restart/reset, tutorial (or if you're really dedicated to this, a small manual. If I'm right, most NES games didn't have tutorials, so all gameplay and story was explained in the manual :P), and a full-screen toggle would be nice.
Keep it up! :D