Alright man, I can see all the effort you put into this so I'm gonna be fair.
First problem is at the very start with the logos, people are used to logos leading to other places, logos being links, people don't think clicking them will advance, they expect that clicking them will take you to a different page, make them fade out after like a second or two or add a note that you need to click to skip it.
Second problem is lack of sound, at least add some ambient music or anything, you've got a big library here at Newgrounds. Hit sounds are a must as well for a video game.
Third problem are the controls being keyboard only, yet you force the player to take the mouse to click some things. Make sure the user can exit the tutorial messages and navigate the menus with keyboard instead of clicking.
Fourth problem would be the enemy AI, they could be somewhat more advanced than just turning invincible and running away after you hit them, perhaps defend from your attacks or something.
Other than that this is some fantastic work.