Well, theres lots to do. Start from wherever you'd like, i'd say. I started loading the images and setting up the animation for a iddle, breathing, running and jumping action in my game. After that i worked out how to construct scenario, but with no scrolling yet done.
Added a really simple height collision, so to show it to some friends, and left it there, as i started with a rather more priority project.
Of course, for each step i took, i made a separate program to back me up in case i needed to, or simply to ease the work in such phases, say for example, a little program that helped me grab and offset the images used in the sprite so they were properly alligned, also used for the map itself, and another one used as a scenario builder, but... no big deal.
'bout that sprite of yours, looks nice, megaman type if im correct, with a samus feel to it

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