The only issue I had was that I didn't know how many windmills I had to start (I saw the top right of the screen while editing, so that's my bad) and I suggest maybe flashing what the goal is at the start of the game and then letting the player control the character.
Another thing that I wished there was, was maybe having a sound cue or something like that too direct the player towards the windmills if they took too long or if there was only one left or something like that. I couldn't find the fifth windmill, and I was roaming about the map for a while. This is my fault for not going through the area finely, but would have been nice to maybe have an idea of where to go.
One last thing I would suggest is maybe adding more scenery around the area. I think that it was a very clean looking game, but adding some trees or maybe shrubs or things like that would enhance the way it both feels and looks and make it that much more immersive.
Other than that, I think it was a great game overall! I think that the 'Windkill' is a great monster and can have lore similar to that or Sirenhead. Maybe it killed people who worked at windmills or something or the other. The monster itself has a lot of potential and you could use it in other games and vreate your own version of a Sirenhead type monster. It looks and reminded my of some SCPs and thought it was very, very cooL! Would love to see some lore for this guy if you continue to use him.
Other than that, great looking game which isn't too hard to beat and super fun to run around and finish the tasks! Great game, and good luck on updates and future projects!