When Keen obtains these items, he gains a new ability. These items are permanent - as long as Keen completes the level after obtaining them, they carry over between levels and do not ever need to be obtained again.
The pogo stick allows Keen to jump higher, at the cost of being harder to control.
The neural stunner allows Keen to fire at enemies and stun them. Most enemies will be stunned by a single shot; though some don't remain stunned forever. Ammo is scarce, so use it conservatively!
The wetsuit allows Keen to swim. Once obtained, Keen can simply jump in and out of water, and will automatically don and doff the wetsuit appropriately.
The grappling hook can be thrown at hook points. If it catches onto one, the rope will unravel and can be climbed like a pole.
The radar chip is an addon for the CompuWrist that allows Keen to view a minimap of the level he's currently in. It can even reveal secret passages and locate items.
In each world, Keen will need to rescue, obtain or break a certain number of something in order to progress.
The Gnosticenes can assist Keen in his quest with their skills and knowledge, if he rescues enough of them in the Shadowlands. Most Shadowlands levels contain a Gnosticene; no level contains more than one. There's an extra reward in store if Keen rescues all of them.
The Batteries found on Fribbulus Xax can be used to help restore full power to Keen's Bean-With-Bacon Megarocket. Every Fribbulus Xax level contains at least one battery; most contain two or even three. Like the Gnosticenes, there's an extra reward for collecting all of them.
The Fuses found throughout the Omegamatic can be broken in order to disrupt certain electric barriers that otherwise force Keen to take longer detours or even prevent his progress altogether. These ones don't have a specific extra reward for breaking them all, but the easier passage throughout the Omegamatic levels may be reward enough.
Gems come in four colors, and can open a barrier with the corresponding color gem holder. Keen can hold more than one gem of the same color at the same time, although there are very few levels where this can happen.
Keycards, found only in Omegamatic levels, are necessary to unlock the exit doors of each level.
These items - Lifewater flasks, Queen Vivas, and Kegs of Vitalin - all give Keen an extra life. Or if you're playing on Easy, they'll give him two extra lives.
Once Keen has a working neural stunner, ammo pickups may appear in levels. Collect them for an extra shot - or on Easy, an extra two shots.
There are various items scattered throughout levels that Keen can collect for points. Commander Keen: Galaxy Reimagined doesn't keep track of a full-playthrough score; rather, the score is for a single playthrough of the respective level. Get every item in a level in one run for a perfect score - and if you can do that without restarting from a checkpoint, you'll even get a nice green flag on the world map instead of the usual yellow one!
Note that values of point items may differ from the official Commander Keen games.