WASD/Arrow keys to move. At the start and after each level, move to whichever entity you want to be added to the next level. If energy goes to 0, you will go very slow until you stop and your energy recovers past the dotted line. If you beat a level without collecting all the coins, you gain a curse, which affects one of the entities you've already chosen. Curses are above your HP bar. Coins can also be used to buy upgrades using R and F, increasing max health and decreasing the rate energy goes down.
