This put me in mind of the golden age of Newgrounds -- you've done quite well by this idea! I agree with the other commenters saying that you might include a couple "safer" tutorial stages, but I was hooked enough to want to see it all the way to the end (even though I died a bunch).
My only gripe is that I couldn't get the exit key to work (if there was one). I had to quit through the Task Manager. But that's just a QA thing, not game-breaking.
Great job overall!