This works as a great prototype for the mechanic and alike. I feel that the platforming and shooting was fun and worked well, but minor tweaks to how the jump is coded could still be done. For example jumping against ceiling will still give you the same amount of air time as regular, which results in a floaty/almost flying type of jump. But that's a minor, I think the movement was still great. Although, I would have liked if the bullets had more impact or something, maybe, was there sound for the bullets at all? I would also consider making the key reset if you die, level specific keys in that level of course.
Huge props for the art and sound design. Animations on the player were great and the environment was great looking, even some places were unclear if you could walk through some places or needed to crouch. I was kinda wandering about trying to figure out where I should go after getting all the keys, but that and few other problems could be solved by having simple indicator that the player can interact with the doors/objects/whatever when near.
Overall, it was a fun game. Adding title screen, maybe some more levels and honing the visuals to be more clear, then I'd think you have pretty solid game.