Shovel Knight is a weird game, but think of it as Mario weird with wacky enemies, not Saint Rows weird with unicorn guns.
But Shovel Knight itself end up being the less weird guy in the game. Outside his weapon of choice the guy is pretty vanilla as chivalry goes.
Sure, most of the other knights are knights only in the name. Tinker Knight is just an engineer and Plague Knight is a plague doctor, so they are actually not that strange either outside their names but still, they choose to pose as knights which make them slightly more weird than our shoveler.
And eventually you'll meet Propeller Knight and goes waaaaaat? How this guy even works?
But hey, the guy looks happy (and oddly effective) so who I am to judge?