First manip [feedback pls]

^{Just completed a manip of my character Kairo. Just wanted a bit of feedback.}

^{mountains credit}

^{horse credit}

^{cliff credit}

For your first it's not bad!  

That being said; It looks like the horse has lighting that isn't showing through on the background? The best way I have found to add lighting like that to back ground is take a brush with white paint the lighting source then set the layer to opacity or soft light and play with it. While we're still on the lighting subject, the horse is missing the shadows would be there with that light source. Both on it's self and the ground. Those shadows will also help with the grounding - making it look like the horse is literally standing on that ground-

With white markings, you need shadows on the body itself. It's a weird balance that you have to get used to. The white also looks a little yellow to me. White markings are hard and requite skill and practice. I don't even have them mastered yet. next time, put a desaturated version under the actually whiteness and play with your opacity settings. 
A lot of manipulating i've found is just playing with settings until you're happy.

I won't go into all the other things I see because they're either A) personal preference or B) something beginners won't have a grip on.