Nice work! I stuck along for the ride in the story, and felt sort of guilty when i decided to move on at the end. I'm a sucker for a story so it was intriguing when the letters stopped, and i'm dying (pun intended) to know why!
From a design perspective, I agree with the feedback you've already received - arbitrary choices aren't very compelling.
In terms of layout, I at first found it somewhat confusing that the shrink and also the demon (Ignaeus?) were facing away from the main characters. I haven't played any other visual novels, but shouldn't the characters in a conversation be facing towards each other (at least for the most part)?
Additionally, the passage of time happened at the same speed as clicking through the conversations. I think the pacing would benefit greatly if the click to pass time had some form of procession - like a slow fade to black and a gentle shift in the music.
I think if you take heed of the criticisms you've received so far and don't give up, you'll make a really enjoyable visual novel!