You have a good idea going, but there are a couple things you could improve on:
The first is light direction. Lightning is very bright, so if the lightning was going off in the back right, then all curves of the dragon facing that direction would also be blazing off in reflection of that light. The fact that they aren't and that the background lightning isn't that bright kind of takes away from the picture.
I recommend you also practice with texture. Look at real life concrete/bricking/stone and take in how the light reflects off of it, how the bumps, lines, and ridges work. It takes a bit of work, but it can make art 10 times better. The same goes with the dragon's wing. Look at the wings of bats as well as membrane on flying lizards, squirrels, and even the texture on a rhino or other rough skinned creatures. Take example off the texture and figure out how to detail it to your art.
Keep working at it! You have good ideas and it's great to see you're trying something outside of 'things randomly sitting there'. Run with it. Have fun. Good job =]