Keep workin' that photoshop son!
It's a good first go, but I can tell you from personal experience, it's easy to go overboard with filters. Subtlety is the key.. as soon as you notice your intended effect, scale it back just a bit.
Also, does each character have it's own layer? If so, try making the background in the first layer, a separate layer for each character, then start trying different layer effects on a character (drop shadow, bevel, satin, etc..) until it looks good against the background, then you can just drag that set of layer effects to the other characters' layers and start tweakin'.
Photoshop unfortunately doesn't teach composition, but as long as you've got everything in a layer, you can experiment without screwin' anything up.
I assume the leaves are the leaf brush with shape dynamics, and maybe scatter turned on. Again, if you do them in a separate layer, you can monkey with layer effects on 'em.
If you've never heard of Bert Monroy, head immediately over to his site
http://www.revision3.com/pixelperfect
He's great at showing you the photoshop ropes without going too far over your head. Things like the pen tool, alpha channels and layer masks, all the bugaboos that you don't even wanna touch, he makes them a lot less scary.
Keep up the good work, and keep practicing!