You use photoshop often? This is pretty cool! I like the solitude you displayed, its quite sad, but fitting at the same time. I'm not sure what program you're using. If you hacks then its probably photoshop. If you don't its either Gimp or Paint Tool Sai. if any of these next few lines don't make sense, lemme know and I'll do my best to re-explain in PM.
From what I'm seeing in your illustration (btw, Bad ass signature? Keep it. Keep it. hahah) it looks like you have your background as one layer, and your person on another. I like the minimal amount of color you used, and I seee you trying to blend the two together using the same brush type , and by adding more black in to give the shadow effect. You're on the right track! Here's a couple tips:
1. Don't be afraid to let your background and main focus kind of bleed. I always start off using a gradient paintbucket on the background, and then making a new layer for the character. I then use a low opacity brush (very smallll) to sketch out my scene. Make sure you use whatever color lineart you wanted your picture to be,...so for example. If you were gonna sketch out this dude, I would have suggested a dark brown. True black and true white do not exist in nature. When you use these two colors a LOT, it makes your environment look flatter. When you're done coloring, color color colllllooooor over it. Guess what happens to your lineart? It gets darker! Cause your brush is a low opacity! Now the lower you start your opacity (I start mine at around 30 percent) the more coloring you can do. There is some risk of losing your lineart if you keep coloring TOO much. As you color in, you can fix your sketch as you go.
2. Add more color. I don't mean the dodge tool and burn tool. You'll be better off without them. What happens when you use em too much is your picture begins to look watery and flat. Pick your own colors from your own pallette. So if we were going to color that cloth again, take your dark brown, and color. Then you see that beautiful goldish brown color for the clothing underneath? Oh yeah. I would use THAT as a highlight instead of the dodge tool, which ends up just ultimately making all colors white. All you gotta do it just set your opacity looowww. I like to use a hard brush and make sure you're ZOOMED OUT! It helps you get a better composition.
3. Know your lighting! I see we have a light source coming from the right. The more dramatic you can make a scene: the better. If there was a light source coming from one direction, I would make the left side background MUUUUCCCCH darker than it is. This would help with blending your character in as well. Wanna know another cool trick to making your character and background look like they belong together? Take a low opacity (soft round) brush , grab your background color, and color that onto your character. OR take the same kind of brush, with a 20 percent opacity and use the eraser tool! If the character is in the shadows, that cloak wouldn't have a hard line to it. It would be softer, fuzzier, and less visible. Which leads me to the next step.
4. Not all highlights and shadows are soft! You know what would REALLY make that character pop in a magnificent way? Take that highlight color (in this case it was white) take a hard brush, with a 60 opacity and just outline that right side. The light it hitting the hardest there. Not everything must be blended. Now, admittedly I tell people to stay away from the smudge tool. Its another reason why most people's art starts to look like water, but there ARE constructive GOOD ways of using it. If you take that hard brush for your outline and you zoom out, and find that its too grainy looking? Geeently rub the smudge tool over it. it doesnt have to be completly blended. Just the very edge of your line on the INSIDE of the cloak. Not the side completly facing your light source. Smudge too much and you lose all your beautiful texture.
It all comes with practice. When I zoom in I see you're a wonderful illustrator. :3 I can't wait to see how you develop your coloring techniques! Good luck! And remember, the more tools you rely on, like your smudge, dodge, burn, pre-made brushes, filters; the less you'll learn about creating atmospheric art.