Alright so from I what I can see there is very poor contrast between light and dark areas, if any. You also need to consider which direction the light is coming from and what the color and strength of the ambient light is. Based on the lighting scenario that you have there should be more contrast between the values.
Another thing to consider is the lighting scenario as mentioned previously. Ambient light will make the darkest areas just a bit brighter but not by much and even then depending on the direction of the main light, you will have what's called a core shadow. This is usually found on round organic objects.
A simple paint-over with a darker value of the same hue immediately makes the Figure pop more and gives a more dramatic look.
If you are doing digital painting, you should be thinking in shapes. And don't think in "soft" shapes, think big, hard-edged shapes. It will help you plan out the lighting of your piece.
As for color... I'm not sure. I myself struggle a lot with it but I'd add more contrast between the values and colors. You should also have a good grasp on color theory and they interact. The figure has a dark blue local color, so to give it some contrast you'd use a warmer, lighter color. While you did do so, it's quite weak also meshes very poorly with the figure's hair local color.
Practice and resource recommendations:
Exercises:
3 value studies of simple volumes
3 value studies of a figure (if you're up for it)
Value 'distillation' | Basically, a 2 value study, 1 light and 1 dark. Focus on shapes.
Once you can do the above exercises with your eyes closed, you can try extending the value range to 5 or even more. but remember to stay within the lightest and darkest of the 3 values you used.
An even more advanced version of this would include color or hue, but that is beyond me at the moment.
Resources:
Scott Robertson's "How to Render" Book - Excellent resource which teaches you how light works and how to render forms.
James Gurney's "Color and Light" Book - Similar to Scott Robertson's book but it touches more on painting and color, as well as how light behaves in a variety of scenarios.
Ambient Occlusion (and Ambient Light) for Painters - Marco Bucci
Understanding Shadow Colors (Ambient Light Part 2) - Marco Bucci
How to Learn Digital Painting (Beginners) - Sinix Design
In conclusion, well done! It is good to do something and fail and then get feedback so you know what to do next. It also helps develop your "Critical Eye" so you can better understand your own art and what's good and bad about it, keep at it.
