First, make the hero MC. It should have 3 frames in it.
Frame 1 should have an MC of the character idle. Breathing, waiting etc.
Frame 2 should have an MC of the character walking/running
Frame 3 should have an MC of the character in the air. Jumping/falling etc.
All graphics in this should be facing RIGHT.
Then, make the platforms. Floor, suspended platforms, etc. Make them all part of one MC named 'PLATFORMS'. Make them reasonably thick, as if they are very thin, the hero may fall through them. These are what the hero may walk/stand on and jump onto or off of.
Finally, make the walls. Seperate MC's for the left and right walls. These must also be reasonably thick. Setting them at the sides of the screen would be wise. Call them 'LEFTBOUND' and 'RIGHTBOUND'.