Congrats on your first images!
To help us give you some better criticism, you should write which lenses you used, strobes (if any), camera settings, etc.
To me, it looks like you are shooting without strobes? If yes, try to get familiar with manual white balance, will give you a lot "better" colors (See: http://www.uwphotographyguide.com/underwater-photography-ambient-light-manual-white-balance ).
Another great thing to do (when you are not using strobes) is silhouettes, put your whitebalance on daylight or tungsten (for more blue colors), turn down your exposure compensation to expose the surface of the water, shoot away at people/fish/boats etc above you 
A general tip, get super close and shoot slightly from below the level of your subject, that should help you out!
Have fun,
-Morten
ps. cave shot is by far my favorite!