::Cosmic Alicorn::

She's cute, yes, but there's little logic on this pony, and I've seen a LOT of really horrible ponies, considering I frequent TP.

The problems that I see right away are the wings and the mane/tail. Not only do all those colors NOT go together at all in the way you have them, much less the clashing styles (simple shaded/highlighted, simple flat, and glossy), but they just simply don't fit. The green tail doesn't go with the pink-blue mane, period, and it doesn't fit the pink-white theme of the body. The blue wings are out of the question. Stick with the theme, pink or white.
Otherwise you have way too many colors and it just doesn't blend, especially in the format you have them.

Color-clashing aside, having solid-color wings look really bad, and it's a mistake a lot of pony OC makers end up doing. I even did it by accident when I first drew Silvermoon. Unless you have a nice big splotch on the sides/back, it looks like you cut off Rainbowdash's wings and glued them onto your pony, which... nobody wants that.

If you want to keep the blue (which I again emphasize you change it to pink), make the base of the wings white like the body, and then either fade the color in, or make the feathers colored.

As far as the style, since I did mention it, everything from the hind legs forward looks good, but I feel like you over-glossed the tail. That wouldn't be bad if the rest of the body matched, but the fact is that it doesn't. You literally have four different shading styles for each part of the pony.
The wings are simple, flat, and cel-shaded. There's no rounding of the feathers or joints with shadow or highlight. Similar to a minimalist-like style.
The body has minimal basic shading, no highlights, and is generally simple.
The mane has minimal basic shading, noticable highlights, and looks almost plastic.
The tail, finally, has shaping basic shading that is so deeply blended that it's hard to tell where specifically it parts from the main color, but you can tell it's there. Unlike the wings, body, and mane, the shading is not used for parting it from pieces of similar color (i.e. white legs from white body), and the highlighting is wider and longer than the hightlighting in the mane, making it stand out more.

Mixing and matching CAN look good when done right, such as different objects being shaded differently. You can see in a lot of anime especially, characters are shaded and detailed differently from backdrops and sometimes items.

The shading differences might be noticably now, but more than anything I want to emphasize what I said about the colors. If you're going to change anything about this pony, it NEEDS to be the colors of the wings and tail. The mane, when comparing it to the body, seems fine.