Wow, this concept could go a long way. I hope you keep working on it! Just like Lavalake, I can't beat scene three. I think you have to beat the scenes sequentially, because I couldn't access anything after that.
It's really cool that you have original graphics and music. Overall it looks and sounds good. Just so you know, the background has white in the very back of it for me, instead of black as in your screenshot. There's a lot of contrast between it and the rest of the background, so it's pretty distracting.
As for the game design, I've got to say I'm not fond of the danmaku for the first scene. I think it could be a lot friendlier. Streaming and unreadable bullets in the first spell are just kind of "what?" when you just start playing. You should give the player something where he doesn't have to move or think much, so he can focus on learning the mechanics. This is just my opinion, though.
And one more thing, please make "try again" the default option after you get hit. It's no fun to go to the replay screen accidentally.