I think the most important thing you need to do is stop thinking about the dragon as a 2D drawing and think of it as a 2D drawing of a 3D object.  While you have a lot of colors and attempts at shading, it looks flat, like a paper dragon rather than an actual dragon. 

You might want to keep the general look/design the same but you should consider re-imagining the actual stance, proportions, etc. and this time think of it in a 3-dimensional sense.  Some things that might help:

http://sashas.deviantart.com/art/The-Perspective-Tutorial-94166651  <- just quickly googled for a perspective tutorial skimmed this and it looks good

If you have rudimentary 3D design skills already then maybe model a very basic dragon out of primitive shapes (cubes, pyramids, spheres, prisms, etc.) to get an idea of how the volumes would look in 3D space, and go from there.  If not then just play around with drawing different objects around you by hand with pencil/paper from different angles to learn how 3D objects would look in a 2D projection.  Then try to figure out what type of shapes a dragon could be made up from (maybe start with a box for the head, a bent cylinder for the neck, and then try a more complex version where the head it made up from a thin box with a triangular jaw and triangular nose ridges/beak and bent cones for the horns, etc.) and once you get an idea of what this basic skeleton would look like together in 3D space, you can better figure out how to draw the actual dragon.

As for colors, it's best to pick colors that have decent contrast (most of the time at least, there's obviously exceptions) because with the dragon for example it's hard to make out a lot of features because everything is dark and very close in brightness in relation with each other, other than the neck part.

Hope this is helpful feedback!