It's great for a start, a lot to improve though.
The intro is really long, should be shorter imo.
I liked the combat, it feels nice and responsive. Gun animations should be made to not loop though - when you shoot with the revolver, the firing animation plays 2 or 3 times.
Right now the game is quite repetitive and got boring after the 5th wave. Maybe add more different enemies, or more locations? Perhaps a campaign later on.
Agreed with the review below, you could get your own assets. There's a lot of free game art online, just google "free game art". Or at least you should ask Dennaton if you can use their sprites.
Just like the original Hotline Miami 1&2, the game goes into slow-mo if the framerate drops, any way you could fix that?
Also, did you make the level with HM2's editor? I suggest putting edges at doorways, at least where there's a change of floor type.
All in all, it's a good start. Mechanically the game feels nice. Looking forward to further updates.