Okay, so, I guess I'll start with the bad - well, not BAD since this whole thing is FANTASTIC, but the places where there's room for improvement? Sure. Really the only thing I can think of is the face - I don't know what kind of style you're going for anatomy-wise, but in general I think the eyes, nose, and mouth are a bit too small in comparison with the size of Jay's head.
YAY, now for the good! )
First of all, can I just say that you appear to be a very advanced artist? I mean, I love the colors you used on jay, and how subtle the stripes are. You also made his fur look really realistic, but in a cartoony way, too - something that is not easy to do. I also really like the background. It may be simple, but it goes well with your style and it doesn't look rushed. I hope this was helpful
*ps: I'm sure someone has already pointed this out to you, but in case other people bug you about it, you might want to change "windpaw" to "breezepaw"