Not a bad start
This is an ...interesting game, could definitely stand some improvement, but not bad for your first game :)
Things I liked:
*The music was pretty cool
*The graphic style was interesting, especially the character
*Good concept for a potentially very fun game
Things that I didn't like so much:
*You have sprites with a black box around them...
This is easy to fix, you just have to use an image format that supports transparency, like PNG.
*Your physics engine needs some serious revamping, often I die when it really doesn't look like I should have. Try using a smaller collision box for the character as well.