This is a very beautiful painting! I love the details and coloring. It is so mystical. It's like her hair is leaves and she is emerging from the water. The dragonfly is also very cute and detailed. Thank you for sharing this with us! XD
I did this in Photoshop! It's honestly impossible for me to explain "how" I do it (it's a complicated subject, and a lot of things can only be learned with personal study and experience, plus I really don't think I'm qualified xD). However, I think a good place to start, if you're unsure of the painting process, is look at painting videos on Youtube! I have a channel [link] if you're at all interested in how I personally paint, but there are also a lot of other really great artists on Youtube who are much better than me!
Also, learning about things like colour, lighting/shadows, anatomy, etc. are obviously important. There are some good tutorials/reads on the internet. Here are a couple off the top of my head (these are about lighting and colours only): [link] , [link] , [link]
If you keep at it and work hard, you'll definitely see improvement! It'll take time but your perseverance WILL pay off. Good luck!