Sometimes, you DON'T want to hold jump as long as you can. BoboBot can have up to 9 weapons. The first is your standard bullet. You start with this weapon, and never run out of ammunition. The other eight weapons are gained as you defeat levels.
Some weapons are aimable.
If you're not holding any direction, you'll shoot the way you're facing. Otherwise, aimable weapons will shoot in the direction you're pressing on the arrow keys or the joystick. Different weapons have different effects. After you've gained a new weapon, if you have a chance, practice with that new weapon to understand how it works. Note that some enemies require different number of shots, depending on what weapon you're using.