Ok, let’s see:
 
Cadence’s head looks much bigger than the rest of her body (just compare it with her mane).
 
The horns are tiny compared to the heads.
 
The ears are tiny as well and look very triangular.
 
The nose holes look like circular L, each one pointing to the other one.
 
Cadence’s body looks okay, but it should be bigger and slender (I mean she looks more like a normal pony than an alicorn).
 
The back legs look ok, but one of them looks longer and tinier at the same time (yep it’s strange). Make the hoof and the hoofshoe bigger but make the rest shorter.
 
You forgot to add joints to Shining’s front leg (it should look more like Cadence’s).
 
The hoof of the other frontleg is smaller than it should (the pony legs then to start slim and get wider until it reaches the hooves).
 
Shining looks like if he had monster-birthing hips. Try to not make them so wide, and make his belly smaller, he’s not laying on his belly but his butt.
 
I must say Cadence’s belly looks pretty sweet and the wings look fine.
 
I would tell you to draw with a reference pic all the time, so you can compare the hard parts with it (like the head’s size in comparation of the body or the legs).
 
But still good job. It’s freaking hard at first but if you keep trying you will find everything that looks so hard right now becomes much easier and mechanic.

wasdwahdnwadwwadwawa
 
forgot the tail TuT