The Adventures of Lomax

Or simply Lomax as per the title screen. Despite being released in 1997 for PC, this game is really old school, without an animated intro or cutscenes or even a proper ending (it's just a message and credits).

Lomax is a lemming knight whose friends have been transformed into monsters by Evil Ed, a cruel lemming wizard. He must embark on a quest through Lemmingland to save them, and eventually defeat Evil Ed. Along his journey, he can receive help from the elderly wizard Lorock, who gives advice.