A few problems with this, right off the bat.
1: No preloader. While it doesn't take very long to load, this does have the effect of throwing off the game for some computers. Newgrounds has some preloaders that you can use just by placing them in the first frame of your game or in a scene on its own above everything else.
2: Exceedingly easy to exploit. Anyone who's familiar with the early history of Flash will have seen this type of game over and over, and there is a classic exploit that, sadly, is present in your game. If you right click to bring up the options list, you can then place your cursor anywhere in the maze, and you can use this trick to immediately jump from start to finish without touching the walls.
One way to fix this is to have the game recognize when you right click, and end the game. The better way to do this though is to make an object that the mouse controls in the maze, rather than the mouse cursor itself.
3: Uninspired level design. There are only 5 levels in this, and they consist only of static curved paths. This kind of game becomes more interesting if you include moving elements.
4: Restart button at win screen doesn't work. Might want to fix that next time.
I don't want to discourage you from making more games, but I'm not gonna go easy on my score. My biggest suggestion to you would be to play more games in this genre. Find the classics, and try to figure out how they work. After that, it's just a matter of time before you have something nice.