The head is an odd shape ... the hair doesn't quite match the rest of her.
As for the shading itself, there isn't enough variation in tone for it to qualify as realism, but that doesn't mean it doesn't look nice.
Also - the placement of the neck.
That positioning is fine for anime, but with real people, you will rarely see someone from that angle, for their neck to be at just that placement.
Most people suggest using photos of real people as references, but that has never worked out very well for me.
I'm not a Final Fantasy fan, but I can't deny that that is some seriously awesome artwork.
Find some of that beautiful cgi work and use that as a reference.
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