New screens of Captain Rainbow
illustrate the two styles
of gameplay found in the "actioventure" (Famitsu's term). During the adventure portion of the game, stars will fall from the sky which, when caught, trigger side-scrolling sequences (during which the sky goes all purple). Running into Shadow enemies, then, causes the game to go into a combat scene. Strangely, this combat takes place in an arena setting.
Once you've obtained the star and successfully taken it to the island's Altar, you (as Nick/Captain Rainbow) face the choice to grant the wish of either the Nintendo character you're helping ... or yourself. Nick wants to regain his hero status, although stealing the wish of someone in need is an ironic way to do it.