Great style and I like how I could retry not from the beginning when dying.
I would have liked the sound fx from shooting and such lower relative to the music and starting out I went for space to jump and then got really confused and though it was lagging or something. So paused should probably say so clearly.
I did not understand what the meter in the top-left corner was about or was it a fps meter?
Nice to see such a well done game with pygame! Maybe I should return one day.