Jump Jump is about a... thing that jumps across logs to reach the top of numerous waterfalls. The physics are really off in this game.
As with many Nice Code games, pressing Up, Down, Left, Right, holding A + B (pressing A before B) and pressing Right on the title screen will briefly display a credits screen. Nature Color Game is one of several aliases used by Nice Code, and PJ most likely refers to the Power Joy series of Famiclones which many Nice Code games have been released on.
Two versions of this game exist, with the only apparent difference being that one version has background music and the other one doesn't.