Fire your gun while moving (without it, you can only fire your gun while standing still, and the first shot has a startup animation while you assume a firing stance)
Unlimited ammo (without it, your gun only holds six shots, and pressing the fire button while it's empty triggers a lengthy and immobilising reload animation)
Quickly stop while running (without it, there's a transitional "slowing down" animation every time you stop running, and if you try to reverse directions without slowing down first you fall over)
Pass through thin platforms, both upward and downward (without it they're solid in both directions)
A health bar that measures injury in abstract hit points (without it, any minor harm places you in an "injured" state with reduced mobility, while major harm – or suffering additional minor harm while already injured – just plain kills you)
Mercy invincibility when damaged (this one comes after the health bar upgrade; without it, certain hazards will grab you or knock you down and drain your whole health bar with no chance to react; also enables damage boosting on spikes and such)
Defeated enemies drop health refill pickups (also builds on the health bar upgrade; the enemies are mostly robots, so the implications aren't as troubling as you'd think!)
Instant jumps (without it, you can only do a high jump while standing still and a long jump while running full tilt, and both have long startup animations; this one probably enhances your jump distance to standard video game levels, too, since losing the startup but still only being able to jump a couple of feet would be super awkward)
Wall jumps (comes after instant jumps; self-explanatory)
Unlimited fall distance (without it, falling further than your character's standing height triggers a "hard landing" animation; falling more than twice your character's standing height kills you)
Control your momentum in mid air (without it, your momentum is fixed once your feet leave the ground; this one doesn't require the enhanced jumps or unlimited fall distance upgrades, though its applications may be limited without them)
Perfect self-control (without it, your character freaks out and enters a stunned state when confronted with certain extremely fucked up hazards and environments)
Kill sapient foes without suffering psychological trauma (builds on the preceding upgrade; necessary to reach the final boss)