It's really great for your first time using GIMP! I like the BG. It's very well done. But the arrow is too jagged, as well as some parts of the vector's outline. Unfortunately, I don't use or know anything about GIMP. So I can't help you in a specif way. But try to smooth the the arrow & outline somehow. I'm sure there many people out there use GIMP and definitely would help you!
Keep up the great work ^_^.