This game is hard, I mean really hard. No, seriously, I'm NOT joking. Don't expect to ever get through a stage on the first try, or the second, or even the third. This is truly an old-school game, and it hasn't been toned down. The screen usually has 2-3 enemies on it at least. Two hits and you're dead, and armor is extremely scarce. You're basically gonna have to memorize the stage patterns before you can get through them. The bosses are actually easier than most of the stages they lie in.
There is some light at the end of the tunnel, however. You do get unlimited continues, and Capcom was gracious enough to include a save feature. So you won't have to play through the whole thing at once. If you ever find yourself cursing this game just tell yourself one thing, at least it's not has hard as the original Ghosts & Goblins.