This is an illustration I've done of the League of Legends character Sona, mostly for lighting pratice. (playing around with that blue from the moon and yellow, which will be the glow from her hands). I don't generally follow a piece through to polish and my eyes are getting fuzzy picking out whats wrong, so I'd appreciate some feedback.
the anatomy is all over the place on this one. If you want to practice lighting, start with simpler shapes drawn from life or a reference photo, that way you can focus on getting a better understanding of light & shadow.
Aside from the anatomy and (especially) proportion issues, I think you're trying to show too much. Which is understandable; if you're drawing a character you obviously want to show most of it, but so long as it isn't necessary you'll want to avoid doing that. Either that, or you should pick a different background. You have a dark background with a single, strong light right behind her and yet she is lit from the front.
Here's a quick paintover to hopefully demonstrate what I'm saying;
I hope this helps. Oh, and her head is also hugging the top edge of the canvas a bit too closely.