The shading is absolutely amazing mainly. I love how you add a glare, shading, and natural hair colour. The body shapes came out well for an Adventure Time fan art, and is similar to the shows art style. Which is good, don't worry! I'm going to critique for each character. I hope you don't mind.
Princes Bubblegum: The colouring is good. Though PBs body looks like she is sitting/about to sit while it seems liken she is supposed to be standing. And where her arm is, the one by her side, the dress should have some shading. The shading in the back is off, there should be shading on the hair by her back and not a light part.Over all its good but you should try shading by her hair a bit more when its against her body.
Flame Princess: She came out very well. Even though this is an odd thing to notice, the lining of her dress is supposed to be a hot pink.
Finn: ...Uhm...I have a lot to say. First off How is he holding FP's hand? Didn't he get burnt when he tried to hold her hand in the show? She is made out of flames... Anyway onto his body. It came out well except for his right leg. Its smaller than his left one and noticeably. If it is like turned or something the ignore that. And one shirt sleeve is way longer than the other. Not that it matters much I just noticed it. And his hair...Its not supposed to be out. He stuffs it in his hat. And finally...Why is he blue?! Finn the Human. Not Ice person. That is the main flaw of this.Actually its the only true flaw. Sorry but its true. He is supposed to be human with blonde hair and white skin and blue eyes.
I thought the PB and FP one was fair =u= but the Finn, The reason why hes blue is because he has flame shield on like in the show, so he won't get burnt from FP, and the reason why his hair is sticking our because thats the way I like to draw him and yeah I guess the other sleeve was hanging a bit to low. XD