Man. I started writing a response and then accidentally closed the tab. I hope I can remember what I had to say.
I think that this is a good place to start.
The main advice I can give you right now mainly has to do with color. Right now the piece feels flat because every "object" (skin, hair, eyes) only varies in the shade, but not the hue. When you're shading and highlighting, you don't want to just change how dark your next layer of shading is going to be, you also want to change the color. I'll use one of my favorite artists as an example:
[Image: http://fc02.deviantart.net/fs70/f/2012/310/c/7/d__artiste_fashion_design_02_by_loish-d5k5grk.jpg]
Loish is very good with color. you can tell that the girl in the portrait is pale-skinned, but if you look at the image, you can see that her skin is shaded with vibrant red, blue, and even teal colors. You'll also notice that a lot of the colors are playing off colors in the background, which brings me to my next point:
Play off the colors in your background whenever you possibly can. Even if you have just one flat color, you can incorporate it into your character to give an illusion of receding, or atmosphere, or reflection, which will give your image more depth overall.
Another thing to consider is contrast. Right now, the shadows aren't dark enough, so even if you highlight things, they won't contrast against each-other. I know that there are many things that appear soft and look like they should be shaded softly, but you can get away with a lot of different values in one "object". Let's take the same image from before, for example:
[Image: http://puu.sh/1AGL4]
If you're looking at it in terms of just values, you can see just how much contrast is in just the skin.
The swatch in the middle is the overall skin tone, the one at the top is the darkest shadow, and the one at the bottom is the highlight on the nose.
Your values are a lot less varied, and therefore more flat:
[Image: http://puu.sh/1AGNb]
Another thing to point out is that the whites of eyes are rarely actually white, or even gray. Many times there won't even me a smidge of white on them, except for the highlights. Don't be afraid of incorporating skin colors into the whites, or some creamy colors, or grays, or blues. It can very much depend on the atmosphere of the picture. Even teal works:
[Image: http://puu.sh/1AGR8]
(another one by Loish, by the way).
Lastly, pick a more defined light source when drawing. Left, right, doesn't matter, usually upper left and right, unless you're going for a more mysterious/creepy mood, then you can get into underlighting. Having an unclear light source flattens the image as well. The more aware of a light source you are, the more intentional things look.
I won't say too much on anatomy for now since that mostly gets better through just drawing over and over, but if you haven't already started drawing from photographs, definitely give it a shot, not just for the anatomy practice, but for the colors as well.
Try looking through the gallery of an artist you admire and eyedrop the colors they use to see what their palette looks like. It can be quite an interesting lesson on their use of color.