The bgcolour does not need to be black, it can be any of the 16. In most cases one of the greys is good because you can use those as buffers and to aa in many places, whereas the black can not do that.
About your pic: The shading on the back loos strange because it goes all the way up to the top of the head, i can not make out where the light is coming from. it's kinda omnidirectional from the front.
I also think you can get way more volume in there you can shade him with more than 3 colours. The current lightred/midgrey/orange (yes that colour is called orange >:0) looks a bit drab. I would get some red (the dark on in there and also some highlight's, probably yellow, which can be buffered to lightred with light grey.
Keep on trucking.