WildWillow said:

The first thing I notice is what Pheonix Rising said about the grass and horse not matching the background. I would add a blue/purple hue to both.

The other thing that immediately jumps out at me is how you cut out the horse. I would encourage you to slow down and take your time. I can see several spots along the back, hindquarters, and neck where it appears that some of the original background is still there. In addition, especially along the hindquarter, the cut out is very sharp instead of flowing with the natural curve of the horse. The cut out is very blurry along the head.

I would also encourage you to pay attention to where the light source is coming from. Since the background is dark, this horse should have a lot of shadows with a drastic lighting on the very top of the horse from the lightning.

With the main and tail, again slow down as this appears rushed. It takes me several hours to work on manes and tails. Make sure your strokes are curved and think of the direction the hair would go with the momentum. Also incorporate the shadow and highlight from the horse in. The bottom of the mane/tail should be really dark and the very top of the mane/tail should be highlighted. Also use a smudge tool to smudge out your strokes into a natural-looking blend.

Phoenix Rising Ranch said:

The horse doesn't really match his background and the grass in front is too bright for the background and your on the right track with the mane and tail just blend them together and use dodge and blur to add volume and highlights