I think that what stands out to me the most is the lack of a gradient in between the blue and normal skin tones or gray. If there was a smoother and longer gradient, as opposed to being a very short one, it would look better.
Photomanipulations aren't my forte, however! So you probably did that on purpose.
The right arm (our left) is my favorite. I love how it looks like it's being pulled and just hanging barely by the stick. Reminds me of Dali.
I'm not feeling the background as much, however. It clashes with the blue of the peacock, and it just looks like it was pasted behind her. Maybe work it in a bit better? (Not sure how, as I know nothing about photomanipulating...ha ha)