There are slowly-rotating objects that it seems like I should be able to pick up or something? But I can't. I assume this is related to the fact that I have n

There are slowly-rotating objects that it seems like I should be able to pick up or something? But I can't. I assume this is related to the fact that I have no idea how to beat the first level (I defeated all enemies and went to the princess). Not sure if this is supposed to happen, but I also can walk through the cage around her and some other objects (castle-looking thing).