The music immediately hooked me into the western aesthetic, and I loved it. It had a cool aliens and cowboys thing going on. The art was also very well done! Gameplay was smooth a juicy too, and having to regain control of the arm was fun!
My only piece of feedback would be to make it more obvious that you choose which direction to attack with the mouse. I was confused for a bit as to why I wasn't attacking the way I was facing. It took a few runs before I noticed the gun arm following the mouse, and figured out the alien arm did too. Maybe having the entire character flip to face the mouse would more easily get this point across?
But hey, if I only have feedback on tutorial type stuff, the game is still great! Nice work!