There's no consistent UI because you don't need one.
When you pick something up, the relevant part of the UI will show your progress. If you wish to check them at any time, you can simply pause the game.
In regards to lives, there is no lives system in this game, if you get KO'd, you will simply just restart at your last checkpoint, although you'll have to pick up Marbles or Checkers from a nearby buddy bubble (getting hit once removes the character you're controlling, getting hit alone is a KO). If you wish to make the game harder (or easier), you can using the gameplay modifiers system in the options menu, which contains:
- Game Speed Modifier (-50% speed to +50% speed)
- Ability to create your own checkpoints
- Ability to create your own buddy bubbles
- Option to skip stages
- Infinite Jumps
- Invincibility
- Get KO'd if you get hit at all (therefore there is no single character grace like normal)
- Disable all checkpoints
- Disable all buddy bubbles
- Disable retrying bonus areas
- Get KO'd if you pick up any coins
- Get KO'd if you KO any enemy
You also have the ability to show a persistent game/stage timer if you're trying to go fast.
It's a very solid game and I definitely recommend picking it up. The gameplay is tight and fluid, the level design is great and there's so many collectibles in each stage to get that finding them all is great fun.