You've got something going
I'm always happy to see people working ot platformer games, simply because I love these games and they can be an endless source of fun.
First of all, I reached the goal in stage 1, but nothing happened. Is this right?
Next, I did not understand what the sword is for. I think you should include a description in your main menu and explain these things.
Visually, there are a lot of simple ways you can improve the game, even if you are not an artist. For the game menu, simply add more color to it. Make the buttons colorful and so on. There are a lot of good books for ActionScript out there, which teach you to draw using code only.
I think that the stickman himself could be a little smaller, because I feel that at the moment he is too big for the size of the game screen, which is not necessary. The music was good and it suited a game like this.
Overall, you should improve on the graphic part of the game. Keep up the good work and you can accomplish a lot!