Personally speaking, I'd of love to seen the bubbles around her removed. While they don't greatly distract from the wallpaper itself, it doesn't allow the viewer to fully focus on the character. That, along with the background. I'm not too sure if it's suppose to be smoke, or clouds (it looks more like smoke).
However, despite all of this, it's actually a rather cute desktop. I always wondered if someone would turn this into a wallpaper or not and I'm glad someone actually did. The vector work isn't too bad either, although the colors come across as a bit blinding, it's still rather nicely done.
If you work on the two previously mentioned changes, I think it would really tighten up this wallpaper in general and make for a very relaxing background. Otherwise, nicely done!
