Good work for your first pilot, getting something like this off the ground is a feat in itself and I hope you'll continue. I will split my criticisms into small segments that I feel need some attention. Reads like a bunch of random notes, but it's really hard to organize everything into a nice flowing text:

[Animation]
Animation is very competent, I liked a lot of the expressions and body language. Everything fit the characters' line delivery like a glove and it's easily my favorite element of this episode.
You can tell that each animator pushed it to the limit, given that characters mostly stand and talk. I do feel like the writing and direction actively worked against the medium however, since nothing truly crazy happens both visually and narratively - Even the climax where Rob finally loses it feels very subdued and tame, I would've loved to see some exaggerated shots and acting here and during the club scenes. More crazy camera angles, more deliberate use of color to set moods, and so on. I'm not saying you should copy the Nightclub episode of Sublo & Tangy Mustard, but it's a good piece to study, even in hindsight.

[Art]
The style isn't 100% consistent between different character designs, but afaik multiple artists designed characters for this project. Personally, my only gripe is Clays design; his default face looks a little more basic compared to every other character. I would recommend exploring a few subtle tweaks to bring him more in line with the others.

[Trimming the fat]
The intro scene is a good introduction to the characters, just a bit long-winded. It takes two minutes to get to the title card, which could've been cut down by at least thirty seconds if all the different scenes of Rob reminding Clay came a bit more rapid-fire without all the awkward pauses. The latter is an omnipresent wedge in the pacing of this pilot, although I believe it to be very intentional - It's just a bit heavyhanded and occurs too often to be endearing.

There are some undercooked ideas in some scenes that could be trimmed as well, one example being the dad driving them to the bus. Why does he not drive them to the club directly? The dad not liking Clay may be a setup for the plot of a future episode, but I would still axe the whole scene without mercy for that plothole alone and simply have them start at the bus.
The shot of the protagonists getting out of the car in sync with the last guitar notes was cool, but that idea could still be salvaged for the start of the bus scene.

Another gag that felt unnecessary is the guy who gets denied entrance to the club because of his shoes. This joke could've been cut down to a very fast gag that builds up to the intimidating bouncer bit instead of taking up so much time.

[Writing, Direction]
Buildup and escalation may be what's missing in general. The pilot assumes that the audience already knows what a club is like, so we don't really get to see much of what Clay and Rob envision, respectively.
The bus interior scene could've been used to elaborate more on their hopes and fears, but instead it starts the coatrack plot and crushes expectations too early. The girls asking Rob to hold onto their jackets on the bus feels strange, so it would've probably been better to move the jacket stuff to the club entrance scene. Clay and Rob are just reiterating on the jacket situation in that scene anyways, so it would have the added benefit of trimming some more fat.

Inside of the club, Clay suffers through a few encounters that have no payoff in the end and the alcohol comes a little too late to have a meaningful impact. He verbally confirms that he's enjoying himself when Rob finds him drunk, but the audience didn't get to see HOW he enjoys himself at all - It would've been fun to see him bump back into all those previous encounters while intoxicated, before A and B plot weave together again and they have their final showdown with the jacket girls.

[Sound]
Not much of a sound guy so I can't review it well.. I had no issues with anything but the metalpipe.wav, that one is so notorious that it breaks immersion.

[Conclusion]
That was a lot of would've-could've, but I still liked it overall. I'm sure episode 2 will already be a great improvement if you let the pacing stretch and contract to get a good rythm going.

Really cute!

It can't be that hard to turn this into a proper game, right? Could be the ultimate Newgrounds gamejam where everyone contributes a silly 3-second minigame.. Nintendo patents notwithstanding.

Great stuff as always.
This episode really pushed a good direction, like spotlighting a specific alien species and driving some conflict between the protagonists and other interest groups. I went into it with the obvious expectation that this episode would be more self-contained and end with Shrike somehow redeeming himself, so the cliffhanger caught me off-guard and really makes me want to see what happens next.

On the other hand there was almost too much new, crazy stuff going on with the worldbuilding today. I feel like the sheer range of wildly different species lacks a bit of focus and cohesion that ties them together in this universe - a consistent level of logic that they all operate by. You have slug-people in suits that may be scientifically plausible, but then you have the (admittedly great) undead skeletons, object-species and now the shadow paper guy that only adds to the long list of "How do they work?" ayy lmaos. I hope all of those get some elaboration in the same vein as Bulldogs walrus species in the future, even though I don't expect this to become a super-serious lore-driven show. I hope this critique makes some sense!

A stylish, cute little auto runner.
The controls threw me for a loop, using space to jump is just too engrained in my muscle memory. Y and Z are swapped on german keyboards, which is something you should keep in mind if you don't offer the option to rebind controls.

Nice work! I love how the prominent beat is kept as a constant while the song is evolving.

One of the greatest jazz pieces I've come across in the audio portal. It reminds me of a few old videogame music composers who loved to mix an organ into their work.

Wow, what a surprise!
She looks awesome, you really captured her energy. I wonder who she's going to fight.. well, maybe her opponent hit the floor already.

A legend is born.

Very cool pose!