Not bad concept, but poor execution.
A few points that became apparent from the start: First, things like that jumping sound get very repetitive, and the arcade-style noise break the atmosphere you seem to be trying for; and second, you force the user to use the arrow keys, when a left-handed alternative should be given; third, and this problem is compounded by the second, you force the use of the mouse to simply close a dialogue in an other-wise keyboard-controlled game.
The compounding of this third problem by the second needs a bit of explanation, so here goes. Right-handed people use their right hand for the mouse, primarily, which means that their left hand is left free for other controls. If you want to make someone use the mouse, you should set up the controls so that their mouse-hand is ALWAYS on the mouse (except in rare circumstances). This means that the rest of the controls should be set up to be operated by one hand, preferably with both left-handed and right-handed alternatives.
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After playing for a bit more, the game appears to lack any reason to play it. When designing a game, you should think about the following things: Challenge, atmosphere, interesting dialogue and story, humour, action, excitement, depth. Look at that list, and maybe add a few entries of your own, and then decide what you want your game to offer. Whatever you decide, make sure you do it well. You seem to have designed a 'stealth' game, with that as the only concept, and an attempt at an excuse story thrown in. You should really focus on making sure it provides something to make it worth playing, not just a genre. A bit more effort on the soundtrack might help too, but that's only important/possible once you've decided what you want it to provide.