Not bad, if this is your first attempt, but I can't say it's anywhere near good either.
First off, you should add instructions. If not in the game itself, at least in the description. There is nothing anywhere that tells the player that you gotta move with the arrow-keys and aim/shoot with the mouse. (For a keyboard/mouse combo, the "wasd"-keys are preferable for most players, but it might cause issues for players with AZERTY-keyboards if one can't re-bind the key-mapping.)

The game starts immediately after loading, throwing the player into the action without warning. This is especially bad considering how there is, as mentioned, no info on how to control your character.

About half of the enemies (if not more) are seemingly stuck in place. This might be a result of them colliding with the walls.
There is a silver lining to this though, as you can conserve some ammo for later.

The way your character turns..... Don't make your entire sprite pivot on the end of the muzzle of the gun you're carrying. This causes issues with the overall gameplay.
I've snuck past multiple of the stationary enemies, but wound up instantly dead (despite full health) due to turning too sharply and having the hitbox end up inside the enemies.
Additionally, hugging the wall and facing it followed by a sharp 180° will result in the player character going through the wall. This has been the result of at least half of my deaths in so far, as getting sent through the wall might end up landing you on a stationary enemy.
The issue is only worsened by the game's bordering as your direction is dictated by the position of the mouse. If you're at the lower/upper/rightmost/leftmost part of the game, you will begin to turn unintentionally as you move your character more towards the center of the playable area, causing the camera to pan and thus shifting the playable character's position relative to the cursor's position, effectively causing the player-character to turn, which in turn might throw you through the wall.

Upon death, the entire game has to be reloaded in order to retry the game.

Other than that, it looks promising. Generic, bland and with nothing special that sets it apart from the rest, sure, but still promising. It's better than a lot of other things that shows up here on NewGrounds.

Well, there's a lot to unpick here.

It's an okay *base* for a game. There's a player who can shoot, a way to replenish ammunition and health, there are enemies and destroyable barriers… genuinely a lot, but not without some serious flaws.

The largest problem of the game, as I see it, is rotating the player and the enemies. The center of the rotation isn't in the center of mass, but rather at the tip of the gun/arms – which means whenever you rotate, you change position, a lot.
For the player, this results in unpredictable movement and for the enemies, this results in them getting stuck in walls. As a rule of thumb, characters who are able to turn on the spot shouldn't change their position when doing so.

The second problem is the lack of sound effects or music. There's not much to add, it simply throws a good portion of the game's atmosphere out of the window which lessens the overall quality and makes its flaws more visible.

Also when many enemies get stuck inside each other, they all harm you on touch. In other words, when you have three hearts left and run into three inter-locked enemies, you die.
It's a pity there's no way to restart the game if you die, you have to reload the page.

Since ammunition is scarce, you have to be careful not to waste it. It's not a problem that zombies kill you when you're out of ammo, but you can also be blocked by a box – at which point you didn't die, but also there's no way to continue.

The bullet exploding animation seems to have a frame at a different position.

And unless I'm mistaken, there's no victory screen either which makes the game seem unfinished.

It's a good start, but I think it needs a bit more work until it could be an enjoyable experience to play.