I'm not nearly as talented as you yet, so it feels a bit odd giving critique, but;
It looks like you took some artistic freedom concerning the light source, which isn't a bad thing by default-- but the light is coming from above her, and not from the direction of the moon. But showing the moon and keeping the light direction isn't possible, so I understand why you moved the moon to a more visually pleasing position.
However this is really really well made! I like how her mane flows away like a cloud or a gas, and the hair has just enough detail to make it look like there are individual strands.
I cant do wings, so here a huge thumb up for that. I like how the feathers are so detailed and so many! I've learned a few things from this.