Doesn't look like a "very first" to me, you seem to be a natural talent. The facial expression is very good, and facial expressions are notoriously difficult to create. I'm looking forward to seeing more of your work!
I tend to point 1 light at the victim & 1 at the spot being tickled. You can adjust the intensity by setting all the lights to 0 and then set each one individually.
PS: I put some downlaodable props I made in my artists sub-forum. Also sharecg & renderosity are a great source for stuff.