This game has potential; it is fun to play. My suggestions are: Remove a cursor from the screen (even if it's supposed to be a crosshair) add vertical axis mouse movement.
Things to consider:
making a UI (main menu and/or pause screen) so players don't need not press (alt +f4) to quit the game
for more immersion; sound is important in later games and also some feedback from the game so player knows he shoots the gun (recoil or sound) kills the zombie (scoring system or drop or sound) after zombie gets killed.