The one thing I really see is the teeth. You have all this great detail in teh hair and glove fabric then these two stark white teeth that seem too big in the mouth. Though maybe Lady Gaga has big front teeth? I'm not sure 100% who Lady Gaga is(an anime character?).
It might be that the eyes are a touch big and the moyth ends up a touch small?
I really like the eyes as is though. It really looks like bright light is shinning into them- like she's in a spotlight.
And kudos on getting the cupids bow to look realistic but not like she's rocking some kind of Brett Butler 'stache. I can never give my female characters a top lip detailing like that without them just looking like they missed their last waxing appoint.
It looks great- hope you wont be offended by the nitpicks. It's way better than I could ever do!