It's a Good Start
You clearly have some artistic skill, but as you mentioned in the description it needs work. Some things you can work on:
1) The controls aren't very intuitive. It's much easier to jump using space bar or the up arrow rather than reaching for "G" every time.
2) It'd be easier to go to the next level by making contact with the door, or opening it rather than having to use the mouse to click "Next Level"
If you're looking for feedback I'd suggest taking advantage of the Animation, Flash, and Programming Forums here on Newgrounds (newgrounds.com/bbs). They're always helpful, from what I've seen.
Good luck with the game, I look forward to the final result.
P.S. That song sounds familiar, I used to listen to it all the time many, many years ago. I remember it was a demo song that came with a midi or audio program. What's it called? I like it ... and miss it ... like an abducted child :( ...