I love the story concept for this, and while the graphics don't exactly speak "gameboy" to me, they look absolutely phenomenal. I know this is your first foray into game development, so nonetheless great job on your progress! Here are some notes for improvements:
- The biggest detractor right away is just a rule violation, the main menu uses the cursor to select menu options which breaks the gameboy controls rule.
- Even if it was just something simple like a "you won/escaped/rejoined the hero" screen, it would be nice to have a win state condition.
It would be fun to see you expand on this idea and what kind of gameplay could become of this. Great job!