Astyanax is a game (very) loosely related to the Greek story about a kid with the same name.
And the game is pretty tough and unforgiving, which means you're going to see this a lot
Which isn't all that fun, really.
So you might consider going back to the title screen
And pressing: Up, Up, Up, Up, Down, Left, Right, Up, and then Start. Doing this will make Astyanax completely invincible.
In fact, enemies won't even be able to touch him. You just have to have him walk to the end of the game.
Watch out for the pits, though. Invincible or not, those still kill him.