HOLY- that is amazing! the shading and time put into this is just...wow. That coat looks SO realistic! The shading on the pants is good too! The detail put into every hair is wonderful! Her eye is so bright and her expression, so great! I love how you incorperated two light sources, as well. As for the background: The snow and rocks look beautiful. Everything comes together AMAZINGLY! That tree/shrub in the background really draws your eye since it's so different to it's environment, but without taking the main focus from the character. The sky really makes it look stormy and cold. You can also tell that there's a lot of wind because of the flakes of snow. I can understand why this would have taken you so long to make!
The only things I can say about improvement is that the character looks really bright compared to the rest of the picture; because of the snow, she'd probably fade more into the background. I know it's a hard thing to think of doing, especially when you want the character to stand out, I have trouble with this myself. The folds on the pants also look a little off; unless they had been pulled up, they probably wouldn't have so many folds...but I might be wrong. The other thing is the path that she's making and her tail; they look really rushed compared to the rest of the picture
Issues aside, this is a wonderful, well thought out piece of work. I hope to one day have the patience and ability be able to do such a beautiful piece! (sorry, i'm a rather hard marker )