Pretty Basic
I guess that when we get to the "Did I Say Lucky?" screen, we've reached the end of the game. If that's the case, you have made your game far too short for anyone to really take seriously.
Let's start from the beginning - the drawing is of incredibly poor quality, even for a Clock Day submission. If you're going to add text to a preloader, try adding it with a keyboard, rather than drawing letters with your mouse / tablet. I'm assuming the mouse here, as it looks like note very much control of the cursor, when you're 'drawing.
You need to work on your buttons - make it around the edge of the button, not programmed to the writing itself. There are plenty of tutorials on Newgrounds to help you out here :)
It is a very basically programmed game, where if you got through the maze, you'll advance to the next level and if you hit the sides, it will bring you to this frame, saying that we're either going to delete the flash or it's going to get given up on. If you're going to sell yourself short, then you are wasting your time here, trust me.
I'd suggest the addition of some ambient music and lots more levels. This will increase the appeal of your game and make it more memorable. Like you said, the check point would work as well, as this will give players the chance to rest their wrist, setting themselves up for another few levels, without suffering and losing their concentration.
Finally, when you draw the mazes, try zooming into the map that you're drawing and using a slightly smaller tool - when you zoom back out, you'll have a greater detail on the piece. Perhaps a similar technique could be used for a themed cursor?
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