Good colour choices and a clean, clear map. A few comments:
• The rivers are a little odd - they usually run to the sea and there's a couple here that just stop. But that's not impossible. Some rivers can dry up when they enter a desert, but you have a lot of rivers ending in the middle of the land.
• It could do with a scale. At the moment there's little to say whether those mountain ranges are huge or small.
• I agree the mountain shadows are a little heavy. What software did you use for it? I'm sure someone here can give you a hand with any technical issues.
• I'd suggest perhaps laying in some major roads to show connections between cities?

I really like the idea of distinguishing cities of different nations by the colour of the text. That's subtle but very easy to read once you see it. I like the terrain names as well and the way they integrate into the map. Your coastline's wonderfully fractal too. Great job. I hope the comments are helpful, and congratulations on an excellent map. Have some rep!