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All I can remember of the game is that:

• It was a platformer game


• The game might have been made in the 90's


• I think it was a DOS game


• It was a very colored game


• The main character was human (I think it was a female character)



• I think I had to collect letters or some item to transform into animals and progress in the game -> A fish to explore the water, a bird to fly, etc.




• I barely remember the word JILJ but I'm not able to find anything about this in a web search engine.

This sounds like Jill of the Jungle:

It is a platform game where the player takes the role of the titular character: an amazon woman who takes the untypical role of monster-slaying, leather-wearing feminist warrior. Jill's most distinguishing ability is morphing into various creatures, such as a bird, a fish, and others, which allow her to explore specific areas.

This is a DOS game, released in 1992 (as shareware). It is indeed very colourful, and its main character is a woman. You need to find “icons” to turn into various animals, and to turn back into Jill.

It’s available for free on GOG.