Well, as you said, this was your first cosplay, but if I can recommend, dual-ply corrugated cardboard and a little wood putty.
I once made a viking double bladed axe from a cardboard tube and the dual-ply, added the wood putty, then a smart-aleck friend of mine tried to trash it on a table, thinking it would fold with one hit (he had to make two more swings before it failed).
I feel like a tool here adding to the ass comments, but you are the first cosplayer I've seen with a really nice one, and I try to hit up a con every year on top of looking for ideas for my own photography. Would be fun to shoot you sometime, but everyone lives so far away, haha.
Aaanyhoo. Nice job on the pose, and the costume as well.