you can't really advance to the main game without getting the stuff from the old well where you can farm some items/money.
scum saving still works apparently but you can't save your progress. you die, you start over, you lose all your items and money.
you can only scum save your items in storage.
tewi and cirno gives you some nice weapon/armor to start off.
you can play as Akyu at some point but i think that happens randomly after Reimu dies or something.
I got to the 12 floor with her (maybe higher?)
and then I stepped on a patchouli trap, and died in a battle ><
edit: also I figure out that you can go to another dungeon via the well near akyu (play as reimu-dont know if yo can when you play as akyu)