my first sprite

[Reaper]

General shading is a lot better on that one. Though the shading on the pants is already too strong for my taste. It has that shiny feel to it which you should rather avoid. Partly it's a problem of the too strong or vivid colours Lauli already mentioned.
Hair looks weird still. Shading-wise you should shade several strokes instead of the hair as a whole. And - as already stated - it should be bigger. Again comparing it to original sprites can be a great help.
Nevertheless +1 on what Marshall said.