This is rather impressive for your first game! A few things that I noticed however were that the player was almost invincible, and despite taking place underwater it doesn't really fit the theme as well as it could. In terms of player health, all that would be needed is a timer tracking when the player last took damage, so that the player only heals after a certain amount of time. And for the theme, while this is a more subjective stylistic thing, it would have been cool if the environment appeared deeper (darker, different enemy textures, etc) after leveling up.