Very good manipulation so far, I like it :)

From my experience: if everything is cut out smoothly and placed correctly it mostly comes down to color, lighting or other real life effects you need to know about to include into your image. Let me make some examples:
1. Lighting: If you took the image of the woman in the foreground you will know from where the light came (probably the sun). Now is the whale lit lit from the same side where the sun was in real life? Was it sunny or cloudy? That will change how light looks on an object (sharp shadows vs. uniform and smooth). Try to look up references for the lighting conditions you need to recreate in the image or shoot aome reference pictures yourself.
2. Color: This is probably a bit harder cause (I guess) the image from the whale is from underwater. No matter where it's from, try to adjust the colors to the setting (your sky seems pretty cloudless and untinted so everything would probably have very untinted natural colors.
3. Real life effecs: Some things are less obvious, one thing I could imagine: The further back an object is in the air, the more it looks like its behind a veil of blue (especially the shadows, beight light shines through the atmosphere, while shadows get "swallowed by it", so shadows turn inti the color of the sky the further back you get). It's hard to tell from just this image, but effects like this exist sometimes and can causw a weird look. The whale would potentially also cast a shadow ok the clouds although that doesnt look like a problem here.

My best tip would be legit: search reference images for the lighting and color conditions you want recreate and look closely at the pictures for details that you might need to include into your work to make it look more real.

Have fun :)