First off, wonderful work! The style is lovely and You did a very good job with shading. Please don't take this critique too harshly because I only want you to become a better artist!
A few points I would like go over...
1. It isn't too clear what is going on in the picture
I'm not sure what's going on really. I mean....Midna and Link are doing...what? The background is pretty, but maybe if you had a better composition this piece would really pop.
2. Proportions
The eyes are slightly too wide for it to be a side view. If you look at many different artist styles they are usually a little more narrow because on a real human, a side view of a head shows only a small amount of the eye, since our eyes are placed in the front of our faces.
3. Slight over blending
This is a problem that many many artists (including myself) have run into. You've over-blended slightly with parts of Link's hat and Midna's hair.

Other than that, great work! I really hope you don't take this as to be mean and I hope I didn't sound harsh or cruel. Trust me, I've had all of these problems as well and I am still working hard to improve! With more practice you'll have easy sailing for digital art!