I think the first problem is probably the dark blue being used selectively around the outline of the may queen and other stuff. It makes it look noisy and messy. Try to shift the darker skin colors into purple or something. Right now all the skin colors are the same hue, then there is a jarring dark purple partially outlining the forms.
Secondly, I think the anatomy of her lower half is not quite right. Her pelvis seems to be rotated towards us too much, like her legs at their origin from the pelvis don't overlap at all, when they should. The legs also seem a little bendy, perhaps try and more clearly define the knee cap and calf muscle. I like the feet, though.
Third, I think the disconnect between the stuff up front and the background stuff is the difference in saturation. The really desaturated stuff is going to fade into the background, while the saturated things up front really pop out. A layering of different levels of saturation will transition from the vibrant objects up front, and whatever is going on in the background.
Fourth, the wings don't pop out for me. I only realized there were any after looking at the piece of a while. Maybe try and use some of those purples or new shadow colors to add volume to the wings, even if they are lacy and fine.
Anyway, keep up the good work. This piece has potential. A little refinement and it will be pretty sweet.
Examples of layered saturation:
http://pixeljoint.com/pixelart/18864.htmhttp://pixeljoint.com/pixelart/10195.htmhttp://pixeljoint.com/pixelart/20350.htmThose are all obviously creating an effect that makes it look like it goes very far back, the then same thing applies I believe.