Photo Edit

Looks really smooth with the edits!

I'd say your hunch with the lighting is pretty spot on. Because the window is such a bright light source, some backlighting on the dolls would help integrate them into the window shot.

This is a nitpik, but also with brown-haired dude, could probably use just a little blurring where the part in his hair is cause it comes off too sharp where you clipped it compared to how the hairline on the hat is.

 

It's a very good edit! I agree the lighting looks off, but not by much. If you know what background you want to use for the photos, you could try to mimic that lighting when you photograph the dolls.

The only other thing is that you can see pixelated bits around where you cut the characters out. A little blurring along those edges will blend the two photos together better. Not too much, though, or that would be obvious too.

Keep playing around, and you'll get better in no time!