Well, it's not a bad first attempt at all. I can see some inconsistencies with your shading, and in some places it looks as if you were trying to draw fur but then didn't detail it enough.
I really, really like the colour choices though. ^^ They're so warm and bright, not what I'd expect a gryphon to be coloured like.
The background also looks kinda sparse...well, I'm assuming you weren't quite planning to finish it.
All you need to do at this point is start thinking about being more consistent with different parts of the picture and then try and finish it. ^^
BTW, if you do have a tablet, what kind?
Oh, and some tips for the shading, I'd reccomend for you to mess around with the opacity/flow of the brushes you're using, different settings combined with a pressure-sensitive tablet can get you to get really, really neat effects in shading.