not bad. just few things...
im not going to said your game its bad. its good (because i downloaded flixel and im still learning from it and isnt easy) just some advices.
1) with the paths to reach the goal try not to make them so confusing at least the first ones it if the first level. first levels always are easy and not complexes path so player can learn what its the objective of the game or what they can do.
2) again with the path you should make if this case its explore the map alternate ways to reach our goal maybe some can be hard an others can be easy if the player like to explore. if it going to be lineal then at least some puzzle or obstacles with a 1 path instead lot of paths without exit would be nice. this because if we dont going to have alternate paths. obstacle or puzzles (like doors traps etc) its another alternative for the player must try to pass to end the level.
3) check your levels before to publish them: try play your level like if you were new. check every path, every enemy, every trap etc. to see everything is working right and try to do things like players would do (like reach unaccesible areas or something like that) in the map where we use the airship i go all far right and i go down on the path i found because i tought there would be te exit. when i reach the depth and see there isnt a goal i must reach i try to get back and i cannot reach the platform for exit the hole where i fall so i guess my game ending there.
4) music its ok but can make player get a bit tired of it. at some point would be "boring" but IMO go very well with the level colors. except lvl 2 that sounds like random music without rythm (like lvl 1 have at least a bit rythm).
5) sprites were ok. the only sprite i dont like was the flying robot thing but that just me. but one thing about this its. if we going to use big collision boxes for big sprites. try to make the map more bigger and wider for that sprite. its annoying when you have a small space where your character is bigger and must pass on small spaces and more when the time to jump come.
Story its good and excellent, it keep me interested to know everything. but the maps with lot of paths and some of them without exit (and i mean in the way player cannot reach outside of there like the one i explained on point 3) make me to try it more later.
just one last thing: if you want to keep alternate path with just 1 exit to reach the goal. try to make the other paths a bit interesting so the player cant get bored of the game (some tiles like trees, or backgrounds objects) so level can be a bit detailed and more "alive" so you can feel you are exploring a world.
keep up the good work.