Light
Looks a bit like a sketch, not a bad thing. It's still pretty good.
I like the colors you've used, in combination with the light. The shading is pretty good and it's easy to see where the lightsource is. The colors really help out with that. Only problem I have with shading si his neck. Is it shaded or is it supposed to be black?
I'm not a big fan of the light outline of the character either. I full sized it, and saw that there was a face in his horn. I'm not sure I like the fact that this is somewhat see-through and that you can see something in the back.