Pretty, isn't it.
I actually saw this in a dream, so i tried my best to remake it. i used several different shades of blue for this, I used a radial gradient to act as the glow for the wings. I used one of my brushes for the sparkles, and added an outer glow to really make them shine. the wings themselves were created one peddle at a time with the pen tool. I edited and changed the shading for each one. All in all, this turned out to be one of my best works yet. please comment if you like it, and fav if you download it. :]
added an outer glow to it to really bring out the wings. Then re-did the stars to make them look like they were falling from the wings.