Thank you for your comments! The tutorial is there, just broken up throughout the levels. Even though the first level has water, you do not need to enter the water to beat the level (just to get all the coins). Level 6 (Sink or Swim) is the first real water level, and it explains water. But, if you want to explore and experiment and see what happens before the tutorial tells you, that's perfectly fine! You can figure out a lot on the first level through trial and error.
Both shapes will disappear if they are clicked on (to remove them), and they will break if too much force is applied to them. If you make a blue shape high up and let it fall, chances are it will break. Red shapes also disappear over time when force is applied to them, so if you stand on them, they will slowly fade, and if something heavy is on them, they will fade faster. Red shapes are explained in level 3.
Hopefully that helps you!