Well, no one else has posted anything yet, so I just thought I would post a few tips that helped me.
When I first started this game it seemed daunting because you die so many times. I never thought I would be able to %100 it. But the more you play, the more you learn the alien's various moves that can help you survive a bit better.
Using the down plus Y button causes the alien to dig into the ground, which helps avoid some attacks. This is a good thing to remember.
Like most 2D sidescrolling platformers, the boss battles have patterns. Try to observe and follow the patterns to die less.
When attempting to play all levels and finish the game, play on Easy first to have as many lives as possible to unlock the stages. When you do finally die, and this may seem obvious but just in case, restart from the last chapter you unlocked and not the beginning of the game, you will progress through the game and unlock all chapters much easier.
The first time I played through, even on easy I had trouble with some stage end bosses on the last chapter. I ended up using the two controller technique mentioned in the medium and hard walkthroughs. Please see the worthy guides posted for the achievements for those difficulties to learn how to do this. This got the chapters unlocked for me, then I could play through on any difficulty and learn the patterns.
This game seemed hard at first, but was not too bad after a few playthroughs. Just remember to restart at the last completed level and you will have the game unlocked in no time.