Neat concept. Great background too, but I think you added it too early, it helps to focus solely on the sprite first.
Neck and arms are intentionnaly long, adds to the creepy atmosphere me thinks.
The arms ok, but the neck is more like
giraffe long ( or like those women in Africa who stretch their necks out with rings ). I think at that length the effect is more goofy then scary.
What's going on with that right jaw? The upper skull looks a bit small too. I think I understand the look you're going for, but you should still at least get close to the correct proportions.
I did an edit that took me way too long and I got carried away with some of the detail, but here it is:
I read your character as having a slight smirk on her face so I had to sift through tons of reference photos to find one with a woman smirking ( tough very tough ).
And.... I spent so much time working on this I forgot what else I was going to say... but I like your work so far, keep it up.