The two things I wish I'd learned early on is about how to amp up the contrast and how to better define volumes. They're often related and what moves a miniature from looking a bit flat to being much more "real". Natural light and shadow on a 28mm scale mini just isn't enough, and simple shading and highlight with one or two shade difference is only a bit better. To really make things pop at that scale, you have to go much harder on contrast than seems "right" at first. You'll often look at the paint on your palette and go "no way, that's too much". Playing with color theory and contrasting hues also helps (ie, using warm highlights and cool shades or vice versa).
Vince Veturella has a huge number of youtube videos on hobby painting in general, but he's where I learned a lotof my vocabulary and concepts relating to contrast. I've also been recently watching
Zumikito Miniatures, who has a series of very well done video where he ruthlessly compresses some basic and not so basic techniques down until he can explain them clearly in 5 minutes.
Marco Frisoni is another excellent source of advice, especially if you want a slightly more traditional art approach to mini painting mixed in with some oddly effective ways to apply that to getting mini painting done quickly.
To apply these to your mini for instance, on that very cold blue skin, you might want to go with a more ivory or pale yellow mixed into your base tone for highlights against the blue base and use a very dark blue-grey-black to enhance the shadows. Or maybe go the other way and add a bit of very dark red (to make a slightly warm purple) into your shadows and keep your highlights a very stark white or light blue. The first would give more of an impression of a beast made of the cold and ice who is out in the sunlight, while the latter would lean more towards a beast of flesh and blood who is out in a very cold and harsh environment.