[Kamikaze Chinchilla]

He's right. There is something off with it. The backgrounds are okay, I think. Maybe those gray clouds could use some lighter tones in some areas.

I think what sticks out more than anything is the helmet. I'm too lazy to comment on everything else... recommendations and tips in the spoiler.

-Lighten up those outlines. Closer to the adjacent colors, but dark enough to distinguish between the two. Too much and it makes the whole thing look cartoony.
-Those shaded areas on the front of the helm (around where the eyes/brows are) could be toned down a bit more, or rather, match up with the same tone of gray as the rest of the helmet. So at least it will look like it's coming off of the same metal rather than two different shades of metal. Remember the lighting source.
-Overall, maybe making the whole helmet (gray metal parts) slightly lighter might help.
-That blue thing on the top is pointing at one eye, and I don't think that's what the original design called for...or at least how it feels. Make it point closer to the middle, or make it flow in the same direction as the nose piece to make it centered.
-Wing shading is okay, rendering is very cartoony...unless you're going for that feel. Below is an image. Left and middle are realistic wings, right is cartoony. Easy way to remember how to draw wings: think of those delicious chicken wings (ya know...the cooked ones <3 ). The fleshy parts have shorter feathers. Everything off of the fleshy part are longer feathers.


I'd have edited it in Photoshop, but I'm too lazy to erase all that teal background off of it...ya know...gets in the way.