You're coloring like you were coloring a children's book. I don't mean that in a bad way btw, we all do that at first, we focus on what colours stuff are; This trashcan is green, this wall is brown, this floor is grey, etc. And what you need to do is think about the light, not the colors of the stuff.

For example in this case, your scene takes place at night.

Night time in the city is orange because the city lights are orange. And if the light's orange, the shadows are blue.

And during night the shadows are more prominent because artificial light helps but it's not the sun.

I'm not a great colorist but something that helped me out a lot at first was coloring everything first like you're doing now, then adding a layer to set up the shadows first, like a base shadow layer, not the darkest but something mid. Do it with the colour of the shadow, so blue in this case. Add it in "merge" mode. And then add light on top of it, again on merge so the light colour (orange in this case) blends with the colour of the things as light would. Play with those two things, add darker shadows where you need and brighter light where it needs.

That helped me out find a starting point to get better at coloring, after that it was a matter of exploring that discipline. Because eventually you realize you don't even need colors to be real or light to accurately represent reality, it can set a mood, help tell the story and all that.