I've found the best way to get through World 2 is to use bombs liberally to head downwards quickly. The climbing gloves on World 3 allow you to scale the side of the level, avoiding practically all the dangers.
Thatgamecompany is one of the most important development teams working in (the fringes of) main stream gaming at the moment. Tonally, the way they tell their stories reminds me a lot of the way Pixar tells stories in their short films. Being able to tell a story or set a mood that is compelling and emotionally affecting using only images is a true talent.