Art is great, the character is very expressive. You get to see what you're fighting for in fully animated glory at all times. The interface is clean and everything looks really good with the limited color palette and black background. There's a wide variety of responsive sounds and good background music, the whole game feels surprisingly polished for a first project!
A bit clunky mechanically. From what I can tell the attacks come in sequences and only your first miss counts as a failure, but only when it goes offscreen after which you can't interact with or take penalties from any other arrows. This is actually a good system that keeps players from failing too quickly, but definitely not something that anyone will expect in a rhythm game. You may need to show it better by graying out the non-responsive arrows. The game is hard, but the checkpoints are frequent and the requirements low, so even slow players like me can eventually limp to the finish line, which I really appreciate. Overlapping the arrows at different speeds is a poor choice for increasing the difficulty in my opinion. You may also want to include a dedicated key for quitting, it's easy to accidently choose "quit" instead of "continue" in the menu after button mashing.
What an amazing first game to make! There are very few people out there can say that they made something this competent as their first ever coding project, I sure wish I could!