Seems like a good game, but man I must be missing something. I have no idea how to interact with things on screen, and if something touches you, you're dead.
I have no idea what do unless there is something obvious that I am overlooking.
I am not looking for spoilers, but a gentle nudge on how to make this game work.
I know the Ctrl Key kicks the little leaches with a fang, but I do not know much else.

I think a better title for this game would be "Another Death" opposed to "Another World." Wow, I cannot remembering dying so much in a game.
Good times!?

You need to be very precise and you'll need to observe the environment and think your way through it. When it came out I was in my early teens and it was not too tough to finish (and there was no GameFAQs to guide me).
Be patient, this game will stick with you long after you've finished it.
You need to get past the leeches (move to the right, head off screen) and then run and jump before the monster catches you.
The game camera does not pan with you.

Kids these days... the Mega Drive version had even fewer save points. It basically forced you to play whole scenes correctly.
Back then, what this game forced us to do was take a break. We were knee-deep in colorful sprite-based shooterfests/jumpfests, playing Pavlovian games where you score 1,000,000,000,000 points and get five extra lives and three continues and two powerups. Then you turn Another World on and... it's quiet. It's slow. It's ruthless. It's unforgiving. It's subtle. When I finally managed to complete a scene, I didn't feel the sense of accomplishment that comes with beating a videogame boss. I felt a sense of beauty. Of how unlikely and beautiful mere survival was.
I think the gameplay choices of Another World are entirely justified, and match the game perfectly.

Thanks for calling me a kid, but I have been playing games since Pong.

I would have to say that if you could save, the game would be over in 1 hour. I don't mind the checkpoint system (apart from the caves which I cannot get out of, no matter how far away I appear to be from them).

Another topic has your solution:
http://www.gog.com/en/forum/another_world_15th_anniversary_edition/in_case_you_get_stuck
You have to keep in mind that most puzzles aren't obvious from the start, so you should experiment a little.

Actually, this game is only hard the first times you play it.
My first time was around 1995, I guess... I couldn't manage to finish it, a friend of mine had to do it. I agree some of the things you have to do may be not intuitive, so that's the real challange. But once you know the way, you can beat it easily in less than 20 minutes.

Hahaha. Ya, I was the same way. I thinks its the fact that they just throw you into the game and don't tell you any of the controls. Like I didn't know how to charge the gun I found until I read it came later in a FAQ.
Quality story and all though.

Thanks for the support! :o)

The criticism of this game is totally valid. There's a lot of trial and error in terms of figuring things out, and it can often be quite frustrating. One needs to think of the game like an adventure game: if you know the solutions to all the puzzles in an adventure game, the game is pretty boring and can be finished very quickly. The fun is getting stuck, and then figuring out how to get past those parts.
Of course, like most adventure games there are some puzzles that are simply aggravating. I remember one in particular that needs to be done wrong a few times before you can figure out what you need to do.
But despite all that, I found this game very compelling. A lot of it is the atmosphere, and the way the story is told so effectively without any words. The sheer STYLE of the game is really quite remarkable. Part of it was that for the most part, it was fun figuring out how to progress. Part of it was the action parts which are quite fun when you figure out the mechanics. Even when I'd finished the game, and knew how to get past everything, it was fun to play through again even though I could get through it so quickly.
My advice is to keep at it. After you get a little farther you may start to see what makes us all so nostalgic for this game, despite its weaknesses. There's some magic to be found here.

Waltorious, nice post and makes me think about reinstalling the game once I finish the few I am working on presently. Thanks for both knowing how frustrating it can be and giving a reason to press on in the game.

It's sad that there are no longer games as hard as this, you really get a sense of acomplishment when you see the words "The End" appear on screan.

But OTOH we don't have games like The Karate Kid to kick us in the balls either. That game was a pretty ridiculous waste. Difficult game play, a lot of shots below the belt, and when it's all said and done one of the least rewarding end game sequences I think I've ever seen.

Out of this world though, it's a good game, given the time when it was released, the design choices were actually pretty sensible. Game saves were at that point pretty limited in terms of what they could do. I remember a large number of games using a similar password system. Not so much a save feature as a way of telling the game where and how to start you off.