lots of graphical work, there are some tutorials in the startup page of editor for this type of effect.
but is all basically dark graphics, with diffused lights and a "feather" bright area around the character which is basically a black full screen image with a hole in middle that follows the character, or u can replace that with a layer and have a sprite "outsource" or "insource" blending mode.
everything else is regular platformer style, mostly is just "graphic work"
you can use some shader effects to "colorize" some areas or give it some type of cool color effect, but 90% of the game style is just how graphics are made physically drawn like that dark colors.
example