Tazaraki, sure, you could argue that they are easy to figure out, but some people will still miss it. I did, and I've played quite a few platformers (I've even coded some)
Good to hear the jump thing was a conscious design choice, then I guess it's hard to complain about it. The game definitely doesn't need a tutorial, the signs are a great way of telling the player what they need to do when they need to do it, but I think adding that snippet of (perhaps blinking) text above the first sign, saying "press up to read". You know, nobody ever reads the "how to play" sections. Somebody should do a mochibot experience to see just how few actually check that part out, in any game.
Sometimes it wasn't entirely clear what you were supposed to press. I inadvertently skipped the entire first conversation, because I saw the "press z" (to skip) before I saw the "press a" (to proceed). I played half of the first stage without realizing I had a gun - because I missed that I was supposed to press down to read the first sign. You might think these things are obvious, but they really aren't! I'm a flash game developer too and I still missed them.
You say the game is meant to be difficult, so I guess it's hard to argue with that. I think it's fine and I think there should be room for hard flash games, but I can tell you this much though - the game would be higher rated and more popular if it were a little bit more forgiving (because even on Kongregate, flash gamers aren't really that hardcore).
Overall, I like the game, it's a good effort, but there's also a lot of room for improvement. Looking forward to the next installment!
I'm not too keen on the controls. The jumping, especially, doesn't feel very natural. You know how you sort of glue onto the roof when you jump onto it - that doesn't make any sense at all, when you hit something, you should propel downwards. I think the idea of having variable heights for the jumps depending on how long you press the button is good (and old and tried since the days of Mario), but it feels like you have to hold it just a little too long for it too feel natural to max out your jumps. I'd also consider adding some acceleration when you fall.
Since the game is all beautifully pixeled it would have felt more natural (imho) to have the menus etc pixeled too - it does feel a bit like "another cheap flash game" when the game menu over pops up (as it does, constantly) without a pixel in sight. Which is a shame, because the game definitely isn't!
I'm gonna try and give you some constructive criticism, even though it's almost awkward doing it here at Kongregate (and the 1000 character limit is forcing me to post 3 times).
The backgrounds and the stages themselves look great. To be perfectly honest, I think it's among the best I've seen in any flash platformer. The character and enemy sprites are not quite as interesting though, and the main character's animation is a bit lacklustre. I like that he is some weird-looking alien space pirate, that's a good and pretty original setting. Feels typical indie (in a good way)!
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