Why is the screen so small? What is this, a video game for ants?
Besides that, I think this is a really promising game. Good music, interesting mechanic, nice clean visuals (minus screen size)... I'd be looking forward to playing the full game when it comes out.
If you're looking for suggestions, then change the wall jumping mechanic to (a) make the player jump more horizontally than vertically, so you jump between walls, not up the same one; and (b) changing the controls from "face the other way" to "press the jump button". I found the wall jumping to be really hard to figure out because of that. Also, arrow keys + ZX are pretty standard sidescroller controls, so don't listen to what Brayden said, but also allow the player to use the common WASD movement. Finally, if you really want to stand out, make the gun do more than just coat walls and defeat enemies. Maybe if you press fire before it touches a wall, it creates a block you can stand on? Just a thought.
Also, this is GameMaker Studio, right? Definitely add a window_set_fullscreen(true) somewhere in there.