I'm still rather new at this myself, but here are a few questions/remarks:
How did you label your connections? I would think you need "global labels" which are surrounded by an arrow like shape in KiCad. Yours look like regular text.
Why add +5V and +3.3V labels to your power inputs? They are globally accessible without additional labeling.
AMS1117-3.3v datasheet mentions a single tantalum capacitor of 22uF on output only. I'm unsure why you put the other capacitors on those regulators. I used the same regulator and went by the discussion here.
You should run the annotation tool and electronic rules check. It will probably complain about the power not being driven. You can solve this by connecting the input power and ground with the PWR_FLAG power symbol.
You should mark the unused connections on the MCU with "no connect" cross mark.
I hope this helps.
@ericperonnin thanks a lot for the videos, I've just started with KiCad (with PCB design generally speaking) and starting from your tutorial has been an excellent way to get up to speed in a short time!