Plue no Daibōken from Groove Adventure Rave

In this game you play Plue, a character from the Rave Master / Groove Adventure Rave manga and anime series written by Hiro Mashima.

The game is a side scrolling platformer where the goal in each stage is to locate the exit to the next area. Plue can defeat his enemies by jumping on them (much in the same style as several games in the genre). And to aid him in his quest there are tons of various lollipops for him to eat, either for points, but also to give him various attributes to help him along. One lollipop will make a little arrow appear over his head to show him where to go, while another one might make give him some health back. There are over 100 types of candy in the game to be found.

Plue will occasionally run across various boss battles as well while he travels through the lands (and underwater in some cases).