Hm, that guy looks familiar...
For a first flash, not bad! Obviously, quite a few faults, which I shall now address:
1) File size. Here's a tip: use Audacity (free program), Window's Sound Recorder, or some other sound-editing program to clip the songs you used. You importing the songs in their entirety is what caused the file size to be over 8MB. (They were hi-quality songs, yes) Another option is to use shorter songs from NG's very own Audio Portal.
2) Graphics. Okay, yeah, it's my :the game: character, which is deliberately simple. But the backgrounds were quite plain, especially the coloured one. Use gradients for the sky, and blur white blobs to create clouds! Also try to add shadows for realism.
3) Animation. It's choppy, but forgivable for a first submission. No one's rushing you, but when you feel confident enough, be sure to try higher frame rates. (fps: frames per second) At least you actually attempted a walk cycle, unlike my hopping guys. Just try to add more inbetween frames, but not any more than you can handle. (before the animation goes from choppy to glitchy) Lastly, even though this is completely unnecessary, a few flare effects would make the shining light look a lot cooler.
Anyway, not bad for a first animation, and I must say I'm kinda happy that someone liked :the game: enough to make an animation starring the 'main' character. Thank you!