The main issue is the shading; it's very inconsistent. Different parts of her body seem to be illuminated by different light sources. For example, the upper portion of her mane shouldn't be illuminated at the same time as the lower portion. It seems like two different spotlights are being shined upon her from different directions. Secondly, her head is shaded more like a spindle torus than an sphere due to the inexplicable brightness around the middle. Some other miscellaneous criticisms follow: the hair has very complex shading while the head is very simple, and the neck pinches a bit too much as it nears her head. My last issue is your signature. It's too bright; you might consider subduing it a bit so it doesn't draw attention away from the rest of the piece.
What did you do right? First of all, the tone of the piece is displayed extremely well. I really feel the sadness that she is, and that's not easy to do. Secondly, the fluids are done perfectly. The rain really looks good, and the tears are subtle and realistic, something I really appreciate as a critic with a taste for realism. Third, the subtle blurring in the eye is an excellent touch and it fits in beautifully with the rest of the work, in addition to reinforcing the rainy weather. Lastly, the background could not be more perfect. The subtle distortion of the colour really looks like a cloudy night, and the lack of the horizon is a subtle but nice touch that really reinforces her loneliness.
Over all, I'd give it a 6/10. I'd rate it much higher, but due to my shading fetish I'm afraid I can't; the lighting really is a huge issue.
I wish you had posted this as a critic not as a comment but it's okay I love when someone actually does a critic. I wish i could get this everyday.
I won't say anything about the issues and wrong things because you're right and I'll try to make it better and improve in next pics. Now the right things, I can't believe you actually say I did right all these things because I wasn't paying too much attention when doing them, for example rain. I just drew a few lines and copy paste all over the pic, the background, I was trying to draw the horizon, a mountain or something but I couldn't make it fit so I just played with the brush and put a texture in the layer and for the eye I copied that "subtle blurring" from a really old image I made.
I really appreciate this and like I said I wish I could get more critics frequently...thank you very much