Good for a first
This flash is simply OK for a first flash. But I have some suggestions: First thing I will say is that maybe you should add some core peices of a simple animation which are backgrounds and sound effects. They can improve your movie a lot.
You're lucky im one of the few supporters of sprite movies so I think all sprite movies are fine, but this one seems like its been on newgrounds many other times. If you want to continue with sonic sprites maybe you should give them and your plot an extra twist to make your movie seem more original.
I also reccomend that you get a newgrounds preloader because no one likes a looping movie with no play button.
Im a little new to animating too so we are kinda on the same level. A good movie just takes time to make.
Just keep trying and you will get it some day!