If you have the umbrella and walk into a falling projectile, you still get hurt.
While this is a popular misconception, it is terribly untrue.
Juni, contrary to the thoughts of most, is not actually a Knytt. She hails from the distant planet Salffin, and visits the worlds of the Knytts for no particular reason. She merely
disguises herself as a Knytt, to avoid arousing suspicion.
It is well-known that the inhabitants of Salffin have very advanced technology, even by the standards of the Eidni galaxy, and Juni exploits much of it in her travels. One of these is the so-called "Umbrella Shield," a device made of an extremely light but durable material, usually held over one's head to protect them from the hostile acid rain of the planet Salffin.
Other prominent devices include what has been dubbed by many as the "Hologram Machine," and, of course, the short-range teleporter device that automatically activates when its holder is in danger. Its workings are complicated, but its use is obvious; upon sensing imminent danger, such as a fireball or a pool of water or something, it teleports its holder to the nearest Teleporto-Point?. Of course, such a device requires a considerable amount of a very special fuel to operate; there are large caches of this fuel present at each Teleporto-Point?. (It is a good time to mention that Teleporto-Points? are easily identified by the white spotlights placed on top of them, always pointing straight upwards.)
It is one of the less proud aspects of Salffin technology that it does not operate very cleanly. This can be easily observed; every time a Salffin teleporter operates, huge puffs of polluting smoke are released.
I hope this answers your question.