You always have 2 weapons, starting with 2 pistols, change your controls from the main menu!

•  Survive as many waves of cyclopses as you can
• Purchase new weapons from shops
• Defeat giants, and toggle switches to explore new areas

Spoilers/Guide below:

Understanding weapon names in the shop:

The first number is the amount of ammo per shot

M = Semi-auto (1 click = 1 shot)

A = Automatic (Hold left click to keep firing automatically)

E = Explosive (bullets will explode)

The final number is the amount of damage per bullet

So if you see something like "Pistol 10AE4" you will have a fully automatic pistol with explosive bullets, 10 ammo per shot, and each bullet does 4 damage (plus explosions do a lot of extra damage!)