Great job for a first effort! OK.. here's what I think you need to try next time:
When you set out your colors (I am assuming you are using tube artist's oils) use thick paper or cardboard as a palette. This will leech out some of the linseed oil carrier. Don't use linseed oil to thin your colors either. It will greatly increase your drying time and can contribute to the "grainy" look. Use wax paper, butcher paper or aluminum foil to mix and blend your colors.
Prime your figure first with acrylic colors, close to the colors you will paint the figure. Artist's oil paints are by-and-large translucent, which means they will show what's under them when applied thinly. This is great for painting on canvas but not so great for painting figures! If you apply them thickly enough to cover, you hide detail and get heavy brush marks, which is never a good look for figures. Also, flat acrylic gives the surface a bit of a "tooth" and the oil color will apply more smoothly. Apply your base oil color over all of the area you're working on. Next add highlights and blend; then add shadows and blend. Be careful how much blending you do; oil colors have a tendency to become "muddy" when overworked, and it's nearly impossible to bring a color back up when it's gone to mud. The great thing about oils is they stay wet and workable long enough that if you don't like what's happening you can wipe them off and start over; this is another reason for the acrylic primer, as the oil color won't "attack" it and lift off if you need to make a correction.
In answer to PvtParts question: clean turpentine works fine; odorless artists turp works better, and mineral spirits also work.
My best advice: Get Sheppard Paine's "How to Build Dioramas." I learned most of what I needed to start from him. He includes some great tips and a color mixing guide. There is a whole chapter on painting figures. And PRACTICE! Talent goes some way but talent requires discipline too. You got the talent, as far as I can see, you just need to get the skills. Good luck! And keep up the good work!
Ne cede malis (Latin: Yield not to misfortune)