Very nice and complete for a first game. I got stuck on the level with the large spike pit and the door in the center, but got through it and to the end.
It was fun and entertaining and just the right length.
I like the idea of adding more and more to the story, but it might have been better with showing the text before the level and saving the story for every third level or so.
If you want some more suggestions, I would work on the wind graphic and the spike graphic. Maybe use a better special effect/sound for the double jump?