Each level is a two-dimensional maze filled with treasure, traps and monsters. Some traps will kill you outright; others will nibble away at your health. It's fairly easy to survive the first few levels, but you will eventually die. And there are no saves or checkpoints in "Spelunky" - every defeat sends you back to the very beginning.
Success in "Spelunky" requires playing each group of mazes over and over until you discover a way to tunnel through. The levels are randomly generated, so you don't see quite the same thing every time - but after dozens of fruitless trips, they start to blur. Deaths are frequent and cheap, and escape feels too often like a matter of luck. Some of the more hardcore gamers I know are raving about the unforgiving difficulty of "Spelunky," but I found it tedious and even somewhat mean-spirited.