Not sure if this is a common thing with gamemaker games, but the windows antivirus prevents it from running.

Well this is still quite rough but it´s a start.

• Is that second character in the beginning a friend or a foe? Or npc? Because it certainly isn´t helping me but it happily shoots back when I shoot it
• The angle of the shooting animation is confusing me, I think you should set that smoothly rather than in 45° steps.
• Some of the objects on the map looked like obstacles (especially the bigger rocks) but you can just walk through them.