Well, I'm still working on my backgrounds too, so I'm not sure if I'm the best person to get tips from, lol.
The only big thing about yours I think is lighting - you have things a bit too saturated. The moon and your lighting is a bit too bright, while your shadows are a bit too dark (I wouldn't make them black).
And if you want to get a sense of distance, I'd fade out/blur maybe another layer of trees in back of the ones you have, and make those a color that fades more into the background.

Last, for stars - I would use a pinpoint brush rather than a 'star' brush. ^^ Real stars are just pinpricks of light if you look at them in the night sky!
But I like how you do have things layered (foreground, midground, background) - you have an appreciation for distance which adds a lot to the pic, I think. And I like the character's pose/perspective, it draws your attention to the moon immediately through the way the character is looking/positioned at.