Well for one, I would recommend against painting on a white background. I know it probably feels more natural if you're used to working traditionally, but a sheet of paper is not the same as a white canvas on your computer screen, as your screen emits light where the paper doesn't, and white is the brightest light of all which will cloud your view on your values and colors.
Having said that, I think that one of your problems is how to work with edges and how to define them. Everything about this piece for example feels very blurry and soft. Another is your distribution of color and value, as right now the character doesn't feel solid at all, he doesn't look like he's a 3D shape in space. I don't know if the latter has to do with your digital rendering as much as with your understanding of light and color, though.
Perhaps try doing some simple painting exercises in Photoshop, such as spheres, cubes and cillinders. Something like
this only from better references and having the shapes separate from each other. This should both allow you to get used to the program and it's tools and it will also teach you how to make simple shapes look solid and 3D (more complex shapes can often be treated as such simple shapes initially and should help you get a solid base down).
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