Just don't suck lmao. Also you're probably meant to start with Block Man considering he's in the intro and the cursor starts on him by default.
Rush is pretty useful.
Don't sperg out and let yourself get knocked into pits when you get swarmed.
Speed gear is either a dodging crutch or a way to demolish minibosses with rapid fire.
Power gear makes special weapons nukes.
The weapons are pretty useful regardless and normal enemies have their own weaknesses.
Refill your lives at the shop whenever you beat a level and don't use an E-tank unless you're on your last life or have the boss' pattern down.
Or just play Casual Mode like ProtoMagicalGirl :^)