The broadest problem with your work, Gael, is you need to work on pony head shape. Their heads are almost perfect spheres with the nose attached. Here's the most basic pony tutorial:
Spoiler
Aw heck, I'll just give you my collected tutorials; they'll say it better than my wordlings. (And I should be revising with these anyway)
Spoiler
Spoiler
Spoiler
Spoiler
Spoiler
Spoiler
Spoiler