Hee. I'm hoping someone else'll pick up where I started with the critiques. I don't hang around these parts much nowdays, my pixel skills are incredibly rusty.
The thing I think bothers me is the overall anatomy. He doesn't have much in the way of features. His body looks a little like a blob with some other blobs stuck on it. And yes, the shading was the thing that made me feel the limbs looked sown on. There's a pretty obvious seam where the limbs meet the body. On the other hand, sonic's pretty much a blob, too, if that's the style you want to go for... Hm, I don't know. Apparently my critiquing skills are also fantastically rusty! Well, okay, one thing. His feet look kinda eerie to me. Even Sonic had shoes. If you don't wanna do shoes, consider giant kitty paws instead of feet.
Oh, there we go, things are coming back a bit. Slowly. If he's the main character, wouldn't you want his design to be a little snazzier? I'd want some sort of marking, at least, like white paws, or lighter belly or something. Pink chick's looking pretty snazzy though. I like the expression.