What'd you make this in? Your transparency is showing some anti-aliasing around the edges which is gross.

There are some problems with the overall shape. You're trying to make a rounded windmill but your shapes don't fit into each other. The way the body of the mill fits into the walkway is strange, it seems as though you intended for the walkway to wrap all the way around the mill with equal depth between the mill and the railing. If this is truly what you wanted you need to move the body of the mill towards the center of the platform. The windows are set flat into a rounded surface, too--same with the base of the blades. Why does the bottom of the mill look like putty?

As for shading, you don't really have any. XD

I think you've got a lot of work to do.
Think about shape, find a reference for the lighthouse.
Try some real shading, since this is devoid of shading.
Don't use a program that anti-aliases your white background into your image.