welcome ehwhy.
you have a very good grasp of tone and composition. you have used several excellent techniques for introducing depth into images.
1. overlapping form - doing this (and make sure you overlap it the right way, kiddies) will very plainly make something look like it is in front of the other
2. atmospheric rendering - simulating the effects of the gas and particles in the atmosphere around us, and the effect they have on light as it travels to our eye. Light will actually, at different times of day take on different colors as it refracts through the atmosphere. Because of the amount of blue light that is scattered through our atmosphere this will often show up as objects in the far distance looking pale and blueish.
One more technique used (these may all just be natural, but they are still there and can be learnt from) is making the UFO objects the same color as the foreground terrain, creating the illusion by association that they also are in front of the background terrain, despite the fact there is no other way to tell this. I would suggest making one or two of the UFOs (top ones) the gray to drop it back in the image space further than the other.
I would alter the terrain on right where background and foreground meet and touch, but don't overlap. either move background up, or drop foreground down. It is where the background terrain dips down and meets the foreground terrain before moving back up.
very good job.
ng: the reason why it looks odd is because the darker gray actually darkens the entire UFO. Without it the UFO is pale, and it should be a lot darker, once again the sun is on the horizon so what is lighting the top of the UFO? It should be basically be night time up there... and we remember what happens at night don't we?
