I find the whole thing very pleasing to look at.
Everything has its own weight, the depth is wonderful, and is captured especially well with the placement of his paws.
Though the front legs seem a little stiff, with the way his front left paw is facing, its almost as if the right paw is turned too far out, and should be pointing more in the direction of his face. I also feel that that leg in general seems a bit out of place, where no extra tufts of fur are visible, it seems very rounded, more like bare flesh, than being covered with fur.

Showing the line of where the snow has drifted really gives this a life like feel. (looking at it again, that could very well be water too... either way, the same applies).

The trees appear a little flat, perhaps giving the lines across them a bit of a curve would help them appear more rounded, and give them some more substance.

I love the choices of Purple that you used for the sky, combined with the blue shading in the snow, it makes the picture feel cold. A very nice, and appropriate effect. ^_^

The one bright star is an excellent detail, that really brings life to the background.
The moon is beautifully toned, showing off craters, without being distracting.

The sharper outlines on the character make him stand out from the background, which is good because it draws your attention to him, but it also makes him seem just the smallest bit out of place. While everything else has a softer, more natural feel, he seems very drawn. His chest, where the grey fur doesnt appear to be outlined, seems very soft, and real.
I find the lines that stand out the most are the dark outline on the back side of his tail, the back of his neck, and his jaw.

The overall composition is lovely, and appears that allot of work has gone into it. ^_^