Fun game! My biggest improvement suggestion is adding something other than right mouse click to shoot (I have a laptop without mouse and right clicking is really hard, I usually use control-click as a right click, but that didn't work in your game for some reason).
Other than that, the small text looks a bit blurry at first (though I guess it's just a glow, but I would probably prefer it without glow). Also agree with some other commenter on the player movement feeling a bit floaty.
I really like the "go over there to start the game" mechanic as well as the particle effects and how you explained everything with some strategic text in the first level.