i have found some points, you can improve:
1. use some higher resolution Textures for the Text (You can use Photoshop CS2, which is kinda!! free https://helpx.adobe.com/creative-suite/kb/cs2-product-downloads.html or Gimp) and some Textures for the levels. You can find some good texture packs on DevianArt (http://www.deviantart.com/browse/all/?section=&global=1&q=Texture+pack) and maybe also here on Newgrounds. Just give the People Credits and be sure you have the rights to use them (something like: you are free to use ... or, this Pack or Texture is licensed under Creative Commons... should be OK, especially if you are creating a non Commercial game. On Newgrounds all Art Content is under Creative Commons, but it can be under different Terms, just look at the Left column of the Site, if you have found a Texture you like. And if you really don't find the right Texture, ask the People here on newgrounds. You can post a question at the "Team Up" page, you can find in any of the 4 Menu Points (Games, Art etc).
2. you can fall out of Bounds in the second Level. Create a Death Volume at the Bottom of your Level (a Cube.) Set it up, so if you touch it, the Level gets reset.
3. Please write the controlls in the Description.
4. I found no way to open a Ingame Menu. (e.g. to reset the Level, or to get back to the Main Menu)
5. add Music. Here on Newgrounds you will sure find the right piece of Music. They are totally free to use as long as you are not using them for commercial purposes. Just give the people credits and you are fine.
6. make the walls a bit taller, because right now it looks like you can walk over them.
All in all, this is a game which can be improved at some places, but you are on a good way. This is your first game and it's a good first game. Just don't stop to make games, and you will be able to make fantastic games after a while.