First try, Quite like it, well done, one thing that's puzzling me , separate from the shadows is that it looks as though the girl,dog and fence are floating over a waterfall on the background image, Should there be a floor ? or some type of ground ?, or is this just practice for shadows ?
A good run for a first try.
Of course there are some issues but that's to expect...
The 'cut outs' are almost good. A good trick to see if there are no remains of the background is to place temporarily a black layer beneath the subject to see those remnant parts.
Also try not to make the composite too complicated.
Also the shadows need some work and the fence seems to float above the ground plane.
These are thing to expect when starting with composites but please, keep on doing them and share them with us.
Nice! A couple very minor critiques I have (that haven't already been mentioned):
1. You may want to try and find a fence that is more fitting with the general theme/style.
2. It's easy to forget, but you always want to make sure everything's on the right "layer" of depth. You'd want to remove the part of your niece's hand that covers the dogs jaw, since the head is in front.
Looking good for a first post!