Okay, so the render is pretty LQ. It's to be understood though, you rendered a Mabinogi screen. To increase quality of something like that, try shrinking the image down a bit. Since it's a screenshot render it'll only go so far, but its better than nothing. Also, don't be afraid to play with layers. A lot of effects can be applied through the use of layers/layering.
The font is pretty awful, it looks like you might have done it by hand. It shrinks as you read it (left to right it shrinks). Not to mention it's pretty childish. It's okay to use default fonts, they have a lot of options. There are also websites available where you can download fonts to use, if you don't want to use defaults. This one is one of my favorites:
dafont.com
Also, the border is DO NOT WANT. It's kinda blurry and accomplishes nothing but frustrating me with it's worthlessness. The character and bubble effects are over the border anyway, so what's the value? If you feel that you absolutely MUST have a border, then my suggestion would be to, first of all, give the border a more solid/pronounced feel. Make the black stand out more, perhaps thicken the black a few pixels. I'd say... Completely remove the white inner border, also. It's just not doing much of anything anyway.
Also, if you want the bubble and character to pop out more, I'd suggest this - put the bottom part of your character render UNDER the border. Leave the top part ABOVE the border. Perhaps turn this into a pop-out sig (Google it if you need an example)? There are worlds of options available for improvement.
Anyway, I hope this helps. I just realized this is pretty long. :v