The anatomy is all wrong. The head's too small, wings don't look right, the legs haven't got the right sort of thing going on and the tail is weird. How to improve, study photos of horses, read books about horse anatomy (these books can be for medical or artistic reference) and practice using this knowledge alot, it'll get stuck in your head.
Your rendering skills seem a bit weak. Not really much I can tell you to fix that other than practice, experiment and develop your style. Attend as many art workshops as possible, you can learn new things.
It's not exactly the best thing in the world, but y'know, we all gotta start somewhere. I'd love to see your work as you improve.