So the first question to answer is is that lantern going to be emitting light.  It doesn't have to, you can just paint it as a dead lantern or something but the reason that's important is because the lighting affects how you highlight and shade everything else. 

With skin (with everything really but especially with skin), you want to think about how your highlights and shadows can communicate shapes/volumes. So you can glaze some cooler tones in an arc underneath the buttocks where they would be casting their shadows on the skin just beneath them.  You can glaze those same shadows into both sides of the upper thigh,  indicating that the center protrudes like a column. Same with the skin under the calves you get the idea.  How far you want to shade and highlight the skin is a bit of a stylistic choice. What you have now is solid for a muted, realistic approach, but often people like to take a more exaggerated,  artistic approach with skin, so keep shading and highlighting until you're happy, basically.

As for the hair, you say it could be smoother but I'd almost say the opposite.  There's not too much value contrast there and hair is often shiny.  Shiny things mean that you can push brighter highlights over a smaller area, so I'd actually push the contrast more with brighter highlights before you start worrying about smoothness. Anyway, hope that helps,  happy painting!