Improve the graphics, improve the frame rate, and improve the sound. Play test your games in the future. This game feels like a poor man's Super Mario parody. Next time, try an original idea.

i dont see how anyone could make it far in this game... i mean seriously its... im just not even going to bother

Nice try but not...

Oooookay. There's many issues with this, and I'll try to cover them in a way that makes sense.

First, the graphics and performance. Your edited Megaman Zero sprite glitches out with his walking animation, but otherwise, the game looks alright. Even though I don't think you drew one thing yourself, which I'm not a huge fan of, but whatever.

However, the framerate is HORRIBLE in the outdoor areas. And I mean, absolutely horrible and completely unacceptable. Why is the game lagging so much? It's to the point where some actions like firing are delayed, and can cause you to lose lives.

The only time the framerate is okay is in the indoor areas. I'm really not sure what you did to cause the framerate spikes, and why you decided not to fix it before uploading.

Sound, very lackluster. The sound from your gun tends to over-ride every other sound effect, which are nothing special. Some music would of been nice. If you were really clever, you could of threw in a Megaman Zero/Super Mario Bros. crossover remix.

If you have no music, and the sound effects become grating after a single minute, there's something wrong.

Control, ugh. Sometimes the framerate causes the controls to not register. Even without this problem, they're not very good. The hitboxes on the enemies are HUGE, and jumping can be awkward, especially if near a wall.

For some reason, you threw in a wall-jumping mechanic. I have no idea why, because it's not ever needed in the game, and only serves to make many jumps more difficult.

In addition, your platforms are glitchy. If you stand still on a moving platform, it will not carry you with it: You have to keep moving on it, or fall. If you stand still on a platform moving up and down, and it starts moving down, you'll jump up in the air a short distance, which can really mess up your jumps.

Finally, the gameplay. Your description pretty much matches what you do. However, the level design is absolutely dreadful. I swear, you just copy-pasta'd everything in the levels, be they platforms, enemies, or collectables. Nothing seems to make any real sense.

Platforms are glitching out and running into each other, enemies are glitching through the world, I'm running THROUGH some parts of the world...and even in the later levels, you don't even bother putting enemies in anymore! Just more of your frustrating platforms. And, seeing how you can't jump through the platforms to higher areas, let me say you went WAYY too overboard with them.

The game gets repetitive after only a few minutes. I admit, I got a kick out of seeing Space Pirates and some Maple Story monsters at first, but that wore off pretty quickly.

The best part, of course, is the end of the game. Finally, you beat a platforming level with no enemies. At the end of the level, there is an extra life, and a whole line of coins, as well as the castle. So you go into the castle gate, as you have been doing this entire game, and...nothing happens.

There's nothing after this point. The game just stops. No acknowledgement that you beaten the game, no ending, not even a game over screen. It just...keeps you at that level. Forever.

There's absolutely no excuse for that. First game or not. You need a conclusion to your game. I gave a one because it WAS playable. I will say I didn't enjoy the experience one bit, but I was able to play it to the..."end", if you will.

Better luck on your future projects.

This is the first platform game you made, right? It was good for a first try.
You should try to make your own sprites, it's not too dificult with a bit of pratice.
Also, the game physics need some improvement.

Continue like this and you'll be making awesome games one day.
(If it's not too much to ask, could you tell me what engine you use? Thanks...)