Hey man, This is a nice picture overall, I like your thinking on the lighting it was definitely going in a cool direction. there are however a few snafu's I will point out. and I will talk about your color choices.

Lighting- Like I said I liked your thinking on the lighting, the up lighting was definitely taking it in a cool direction. for the most part you got your selected Light source right, the area around the base of the skirt should have a bit of shadow cast on it and I believe her thight should cast a bit more shadow on the gun in her right hand. another thing to think about is that the moon gives Light as well, so there should be a nice light blue halo around her that would really finish off what is otherwise a dynamically lit piece.

colors- I think the colors you picked would work, but the saturation is a little backwards on them, I'd put more blue in the background and tone down the yellow to more of a creamy yellow. also the hair I think should be changed to a more golden yellow, the current hair has a nasty greenish quality to it. also I do believe this character is a vampire no? so I'd tone down some of the pinkness to the skin and maybe lightly tint the shadow's blue.

Textures- I'd consider overlaying some textures to the individual component's so they look more like there respective selves ( Gun metal, Cloth, leather. ) there is a great source of stock textures here on Da you can use.

That is my advice to fix it in the Direction you've started in. if you wanted it to look more authentic to the character's style I'd consider cell shading it. which would mean hardening all that shading up.

All and all not a bad effort by any stretch. Hope this critique helps