Eight-year-old genius Billy "Commander Keen" Blaze receives an interstellar transmission while working on a Photachyon Transceiver (a radio that can receive signals anywhere in the galaxy). While the transmission is choppy, Billy manages to figure out that the galaxy is once again in danger from an alien race known as Shikadi. In order to get more information about this threat, he sets out to consult the Oracle. But it turns out that the eight Council Members necessary for the Oracle's activation have been kidnapped by the Shikadi and imprisoned in the dangerous Shadowlands. Billy heads out to save the Council Members.
The game begins with a top-down map of the Shadowlands. This is the level select screen, where Billy can walk around and the player can choose the next level they want to enter (though some of the levels are islands located on a lake and require you to find a wetsuit if you want to reach them). On each level, Billy has to make his way to the exit. Once a level is completed, Billy ends up back on the overhead map.
The levels are typically full of enemy creatures, such as poison slugs, deadly mosquitoes or hopping crazy mushrooms. There are also many hazards - pits, cannons, spears. If Billy gets shot or touched by an enemy, or falls into a pit or touches something hazardous, he dies and loses one life.
Thankfully, Keen can stun most enemies with his raygun, although some cannot be stunned at all, and some are only stunned for a few seconds. Keen also carries a pogo stick which allows him to jump very high. Other items to find include: ammo, gems that acts as keys to open locked doors, bonus items which give score, raindrops (100 raindrops give extra life) and the rare Lifewater Flask which gives an extra life.