Aaw! He's gorgeous! I love wolves :P
This is really good, especially for a first real attempt at drawing fur! The colours are wonderful, I know I can sometimes struggle with getting the right colours, I find it a bit difficult to work out how the lighting would react to the fur texture. The brush you've used makes him look so fluffy, it's a really nice effect. I also love the details around the snout, I can also see that you've thought about fur lengths, and you're really good at thinking about the direction of the fur!
The only thing I can think of for improvement is that the brush you've used does make him look kinda blurred, but really this isn't much of an issue depending on what you were going for; as I said above, it helps make him look extra fluffy :P