I like how the clouds surround the moon and make the eye go to the center of the illustration and I like how the different variations of blue were combined.
Overall is a nice piece there is only one thing that I think needs to be improved. It feels to me that the creature you have in the center of the moon gets lost by all the dark areas you have around the moon.
If that is your focal point then you should create an area of contrast I mean you were almost there but the moon has this dark area right against the creature and for the body of the creature to stand out you need it to be against a lighter area.
Maybe you could try to make that dark moon area lighter almost as light as the moon but still keep it, or maybe just make it a bit lighter and change the position within the moon.
Adding some warmer colors to the creature in a soft way might help it stand out, if not the clouds by the moon, i think they should be more white overal (with lighter variations in blues for the shadow areas), because they are really close to the moon so more light hits them, plus i think they should be less dark than the elements of your forground, since things that recede back in perspective get lighter.
Its a nice piece and im actually trying to learn more about storytelling too, so I hope this actually helps out. Take care :D