Terrific job on this so far, especially for your first try!

I love the layout and the texture you've chosen for the rock/walls. The overall colour scheme is also very, very nice.

I agree with Savannah that the drop shadows on the walls could use some work. There seems to be a blurred edge of white around the wall texture that looks a bit strange with the grey of the shadows (which I also agree would look better if they were darker). Also, maybe try making them more even around the whole wall, rather than offset. I think that is what's giving them that floating effect that Savannah also mentioned.

Also, the ground in the natural cave section looks very blurry. It's doing funny things to my eyes. I think a sharper, more defined texture would look much better!