The way we integrate our character into the background is by using some of the background colors in our character. You did this very well, especially with her left arm, so that's not the problem. The other thing we can do is look for opportunities to have lost edges. But, I think why your feeling like the character is like a sticker might have to do with the fact that her skin is a very saturated orange, which is a complimentary color to your background. This makes the figure really pop off the background a lot. That's the reason we tend to desaturate colors a bit so that they harmonize with each other better. But, if you like this look, then do what feels good to you because I think this looks pretty cool :)

I don't draw characters in environments so this is based on what I've seen online. Basically a shot in the dark that may help. I find that character illustrations that include the feet affecting the ground in some way to create an amazing sense of depth or placement. For example, I viewed a quick sketch of a samurai character running (I can't find the sketch online) which had no background and no color, yet at the samurai's feet were a few pencil strokes indicating water splashing upward, as if he was running through a shallow river. My gut tells me this piece requires some depth. Something to put in front of your character to place them in the environment instead of a "sticker" as you mentioned. Or ground them in something like grass, flowers, mud, hay, etc. I wish I had experience with this and clearer advice. You did a good job on this, I personally like it.

Beautiful character work. What's the story of the image? How can you use the story to inform the environment? What are you trying to say?

Actually I really like it. Is it for an illustrated book? If it's so it would be very cool (especially for illustrated book for children or kids).