Gah damn. Spelunky is just brutal for me. I keep dying over and over again. Every little thing does damage. I can't make it past 1-2 cave lol and every time I die I have to start back to 1-1. Even if I buy items (like spring boots), that all gets wiped.
So ruthless. I know I just suck at the game, but gah damn. Taking my licks and going to play DJ Max for now.
It's all about learning the mechanics. Once you have them down, you'll start moving through the mines like they're nothing and hit a wall in the jungle. Once you learn about how to handle the jungle enemies and traps, you'll (maybe) hit a wall at the ice caves. So on and so forth.
I put some generic tips for someone in the SteamGAF thread the other day... they'd probably be of help to you... but the best things for really early play are:
(1) keep moving, but take it slow. contradictory, i know, but what i mean is don't just put the pedal to the floor, but at the same time, keep moving foward. don't worry about score/items until you've got the basic mechanics mastered.
(2) learn how to handle the basic enemies. always look up for spiders and bats. always look for the arrow traps.
(3) carry something with you most of the time. you can use this to trigger the arrow traps or to throw at enemies you can't reach.
(4)learn how to throw bombs. down and bomb lays one at your feet. down and rope, at the edge of a ledge will drop a rope down instead of shooting it up. you can use this to trigger arrow traps if you don't have something to drop.
(5) grab the damsel, if you can, and get her to the exit. if you do, you'll get +1 life.