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I was initially pretty excited to critique this because from the thumbnail it looked different and fascinating. I really have to admit I was not quite pleased on having looked at the entire picture.

First, and I've actually had a non-artistic friend say this: the chick is completely useless in this picture. The many-legged creature appears to be nonchalantly holding her up, and there's only one eye that looks like it would even be looking at her. If she wasn't in the picture there would be nothing lost.

You do need to look up/study some anatomy and proportion though. Skeletal, muscular, fat tissue and then how the flesh lays, all the while keeping proportion (how many 'heads' high or wide any portion a character is) in mind. You must learn the basics before you can effectively stylize.

The many-legged thing, what is the pattern on his legs? Or arms, I guess. Is it supposed to be functional gears and plating that make him work, or is it just a design? Right now it seems to want to be the former, but is nothing more than the latter.

I must say I'm really rather concerned with your technique. Not that I want to come out and say it like this, but it is pretty horrible. You need to familiarize yourself with your pencil. Learn how to create value and smooth gradients, learn how to make long, smooth strokes with your arm and not short jagged lines with your wrist. I found something that helped with line confidence was forcing oneself to make continuous contour drawings with a marker, or some form of 'permanent' media that one cannot erase. Once you get used to creating a line without trying to bunch a ton of littler lines together to get it, it can translate rather easily into pencil.

Otherwise, try to have more of a sense of purpose in your pictures. The girl feels unnecessary, and all of the weird things that are going on with the many-legged thing seem like they were put in at random to be 'amusing' but just came out looking juvenile.