I... To be honest, I think it's her eyes that freak people out. She looks like she has no eyelids, no eyelashes, and one eye is slipping off her face. If I were you (and I'm not, so feel free to ignore this), I'd move the closest eye up and towards the nose a smidge, to match the further one- which looks a bit squashed, now that I mention it. And her nostrils are lop-sided, too.
Thanks for your comment I used real horse for anatomy reference. Their eyes are almost exactly like on picture. As for symmetry and perspective I completely agree with you, it could be much better.
The reason why this picture is so uncanny is that I did not tried to draw something cute and canonical. I rarely draw for the sake of drawing. Usually I try to accomplish some goals and learn something as artist. Here there are some things that went good (metal, texture effects, composition, color zones distribution of the skin, etc) so I think the work was worth it.
I guess it's been a long time since I looked at a horse... Hhm. But I do remember my old nag Bumble having lots of luxurious eyelashes and the pictures I Googled seem to have the same, as well as a sort of... I guess I could call it an eyelid-groove? Like here: [link]
But you're right- the effects are pretty awesome, I love her mane in particular.