Some really nice elements here. It's clear that you've given some thought to the story. Also, I like the backgrounds, especially the lovely colors.
The main character is well-designed, but the walk animation isn't right. Because the player spends so much time looking at this sprite, this is more important than it sounds.
Note that when using pixel art, you probably want to use a pixelated font. (You can find many on Dafont.) Otherwise, there is an odd contrast between the font and the graphics.
Lastly, I didn't get any sound playing. Even if you don't have too much time to spend on sound design, a little goes a long way toward increasing immersion.