Charming game, puzzles are clever and I like the little touches you added like how your character leaves a trail in the blue area that stays there after you fall (yeah I died a couple times in the blue area I'm stupid I know)
My only real suggestions are, as sndein said, you should add sound effects, and the exit of The Arena is open by default. Not sure if that's intentional or if you just forgot to make the puzzle mandatory.
Good work.