I remember it from when I was a kid. It had an over world map very much like Super Mario World, with platform levels. I'm trying to remember more distinguished details. I remember there were gates in over world map. I think you needed to find the keys in the levels to open the gate to progress. I'm trying to remember the monsters, there might have been ogres or insects in the first level. I remember pastels in the first level, a darker swampier second level a level in a cave and another level later on that I could never get past that was like a fortress.
I think the main character is sucked into this world and is trying to find a way home. Hopefully something rings a bell with someone because I'm at a complete loss here.
I played it on PC. I don't think it was on any other consoles.