Nope! You gotta pick a better (and more consistent) lightsource, doing it from the camera straight on tends to look pretty janky in pixelwork. It's called "pillow shading" by most, and is generally looked at pretty sideways. Head on back to flat colors and try picking a corner of the screen to work from, that seems to be the consensus amongst most companies!
As for keeping it consistent, look at the had and then his coat. You have light coming from the right, light coming from the camera, and in general it creates kind of a poor sense of light direction.
(Also, aside from the shading, his leftmost leg looks a bit shorter than the other. Might want to tweak that before you get too far in!)