Nice Gal vs Cult clone. I like how the girl in this game needs to smoke cigarettes to heal as per her magical girl contract.
The SFX and music are too loud compared to the voices. Also the enemies are too bullet spongy unless you use the shotgun. I think the shotgun is by far the best weapon right now.
I didn't realize you started with other weapons at first. You should be able to switch weapons using the number keys as well as the mouse wheel. Also there should be a message when you pick up ammo saying what kind of ammo you got. Finally, you should auto-reload if you try to shoot and you have 0 ammo in your clip. Overall I think the game just needs some tweaks and it'll be super fun.