If you are wanting a game to hand feed you everything about itself and explain all of it's lore then this isn't a game for you. The ambiguity and neon eeriness of this game allows for so much replay and exploration. You can interpret things as you wish and many people have speculated what it could all mean. And that's the beauty of it. Your journey through the pixel universe is similar in gameplay yet different in interpretation of the story-telling.
This isn't a perfect game. But what was delivered is something gamers should experience. Dark Souls in Pixel animation is essentially what you are playing.