It's not a bad first attempt. I've seen much, much worse, even from experienced photoshoppers, but I agree completely with John, both in terms of the problems he listed, as well as the order of importance in which he listed them.
To me, the mismatch in sharpness between the head and the body is, *by far*, the first thing that literally jumps out at me, and must be corrected first. Probably, the most common reason for this is that the number of pixels, say, across the head in the original of that image was much lower than the number of pixels across a similar distance in the source image you used for the armor. Sure, you can enlarge the head even from a very low resolution image to force it to fit, but it will look soft after enlargement, just like this one does. The second most common reason for this sort of softness is that while the photo for the head might have plenty of pixels, it simply is out of focus or blurred, whereas the photo of the armor might have been taken by a pro on good equipment and is sharp down to the last pixel.
With respect to the difference in light sources between the armor and the head, let me elaborate on what John said: The light on the head is coming from a relatively small area light source (that happens to be to the (viewers') left and above the head). This leads to very deep, sharp edged shadows. OTOH, the light illuminating the armor seems to be much more diffuse, almost like one would experience on a
classic "cloudy bright" day. The extremes of light on the armor (ie, the highlights and shadows) are much more controlled and soft-edged.
I think that the take-home message here is that putting a good composite together starts *not* when you start working on it in PS, but rather, long before that, when you in the process of finding the most appropriate component images to be used for the composite.
HTH,
Tom M