It's not bad, but you gotta work on your light sources bud.
Since the torch is at the left, parts of the shadow shouldn't be going in one direction.
And yeah, you do have to work on the shadow. Blurring it would help; not all shadows are crisp and clean than what you have there.
The torch should be able to emit a colored light (Since it's fire and all), which the shadows would fall away from that. And the color would reflect on the objects around it.
Basic tutorial all about lighting that I found in less than two minutes.
And why not another tutorial?

For the shadow, an angle on it would help. Right now it's as if he's got a solid wall behind him, he's floating in the air and there's just a single light on him. The shadow should "fall" away from him, getting smaller and following the contours of the floor/wall, as well as travelling at an angle depending on where the light source is be.

Frankly though I think it looks good as it is. A cartoony slightly off-balance image, it works.

I didn't vote. It needs work but it still is decent!

If you use paint.net look in the effects menu at the top. Try to add a 'blur' to the shadow to soften the edges and some 'noise' to the grey in the background to give it a little texture and depth.

Constructive criticism = Use something like Paint.NET or Gimp not Paint or Word.

For a beginner, you are very good! I think maybe the shadows could be closer to the body but other than that fantastic!

The shading is original
Overall it is good

As a beginner attempt I'd say it's pretty good actually. Some people could say there are various things wrong with it, I'd just say that's your "style", and it works.