Hi, its great that you decided to post! That's pretty good for a first post - better than my first PS attempts! Photoshop is a bit of a beast until you get used to it. Have you tried going on the workshops section of this site? Its very useful.
Anyway. I'd push those shadows some more if i were you. The image is looking a bit flat. If i were you I'd figure where you want your light to be coming from & add shadows to the places that wont be illuminated. Try building your shadows up slowly over many transparent layers. This takes time but really makes an image look 3d. try setting the layer blending mode to multiply & dropping the opacity. I looks like you are getting there though.
Secondly the background is looking a bit sparse. I looks like she's in a club so perhaps you should add some seats or a bar? Or you could work on the shadowing again & close it in a bit. I found when starting in PS that i'd do the character & then the background - usually on seperate layers. But my pics ended up looking plastic. So try working on both at the same time & try to tie the character into the background. For example bringing colours from the packground into the character & vise versa. Try doing this using an airbrush at low opacity. The pants are leather & thus shiny so perhaps adding some reflected colour from the lights & background? also some sharp highlights using a harder brush where the leather creases.
Finally lighting. You could do it old school & paint areas of light using a brush set to low opacity or you could experiment with the hard & soft light blending modes on your layers tab. I use a mixture of both as relying on too much soft/hard light can make the image look too false or saturated. But really it's down to experimentation. It's good that you are using photo reference. Get some pix of scenes with the kind of lighting you want & study them.
Also google is your friend, for reference & painting tips. I hope that helps :)
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