That looks like a great start for a first project.
- if you are going to "grunge up" your clear lines, be sure to keep your layers seperated, so that you can apply different effects to different objects.
- for the borders, you could try to add some black dotted / dashed lines to emphazise them.
- in my view, the key is fine. You could try to tone down the background brightness a little bit though... as it is now, it stands out a little too much
- your style with the mountains is very subtle and unobstrusive. It fits very well with a style of map where the focus is more on political and societal units than geological features.
Some other things that I think you should adress:
- as it is now, your coastal "shadow lines" and the texture of your ocean clash horrible. You could try toning down the texture a lot, or, as I would do, replace it with some very subtle wavy texture. Perhaps you should turn down the saturation of the blue colour a notch as well.
- the rhumb lines (the lines going out from the compass rose) and the curved graticule lines do not work together. They represent different kinds of map projection that contradict each other.
- personally, I am not a big fan of the pink glow you gave to your sea labels. If you changed your ocean texture or the saturation, you might manage to get rid of the need for such a glow completely. Else, a suble light blue, grey or even just transparency for the ocean texture might be better choices.
- is that really a "reBublic wall" on the map, or is that just a typo?