I have no idea what the capabilities of Stencyl are so my advice may not be usable, but here are some thoughts to consider from my point of view (I'm a game designer & developer):
- Movement response seems pretty good but the speed of falling vs rising throws me off a little.
- Your bounding boxes for your clouds might be a little too big, I seem to be dying before I actually touch them (could just be me, I dunno).
- Shooting is very slow and It's unclear whether that's by design or a response problem. If It's by design, try adding some sort of indication that the shot is on cool down so players don't just think their gun is broken.
- It's unclear what kills you and what doesn't and what the effects of the non-lethal things are. Add some sort of menu before you start, or an indicator on the start menu that shows what is what. Another option is making use of color, shape, etc to make it very clear what's lethal or not (e.g. power-ups having a special visual effect like sparkles or something). The yellow circles don't kill me but I was dodging them at first because they looked like bullets.
- The game plays like a helicopter game (dodge the obstacles) and the shooting, especially with the long cooldown, feels like It's an oh **** button to keep you surviving in that type of game. However, the score is increased only by shooting the clouds (and by some of the pick-ups?? - This is right back to it being unclear what these do). Game design should probably be rethought because at first glance it seems to be going down two different paths.
LiA touched on this, and the shot cooldown thing I mentioned in the first point, in her reply right before mine as well, so It's not just me. ;)
Pretty good if you're a beginner developer looking to make a first game as practice. It takes a while to learn to properly design games and not every developer will be a designer, but you're going in the right direction development-wise.
Check out this video for some interesting game design stuff that may help:
This guy curses A LOT (so warning if you're younger,) and the way he acts is borderline annoying at times, but he has some really great insight into game design and design choices made by developers. He also has a video about Zelda: ALttP and Zelda: OoT which I found just as interesting.