The main issues I had personally with this game are:

1. It's really difficult to figure out how to play. Nowhere in the game is anything ever really explained besides the controls (like doors), and even then, once you press start, there's no help screen or anything. This made me pretty unsure of what was going on or how to play.

2. The actual environment felt like all the individual elements were disconnected from each other. I think all the individual sprites looked good on their own (I especially liked the main character), but, for example, all of the individual tiles in the tileset never really felt connected to the tiles around it. Think about how a game like Terraria has different sprites for edge tiles, corner tiles, etc., whereas here, it seems like you only have one tile for each of the different things in the ground. Additionally, in some cases (like the doors), it seems like you were using different resolutions for some sprites, which doesn't usually work well with pixel art. 

3. I wish the heat system was used to greater effect. The main mechanic of this game, and what makes it special, is the heat system, but I don't really think that the level design really does it justice. Yeah, it's used to open doors, but not only is that not explained, but with how far I got in the game, that seems to me its only purpose (unless I'm wrong, but the lack of any tutorial makes it hard to know). I think there are a lot of things you could do with the heat mechanic that could make for some really interesting puzzle or combat elements in the future, but as of right now, I just don't think the mechanic is explored enough.

Now obviously I've been extremely critical so far (since I personally think criticism is the most important part of getting feedback), but there really is a solid foundation. For instance, the player felt pretty good to control, and I didn't feel frustrated at all while controlling it. Additionally, you already have a decent variety of hazards to avoid, which kept each challenge fresh rather than being overly repetitive. And of course, the music and sound design in the game was really well done. Regardless of my nitpicks, this is really a good entry, so good work!