As long as they're all to the same scale and are all displayed with the same zoom (not mixing pixel scales), size doesn't really matter.
Even-number sizes make flipping the sprite more predictable, but other than that, the sizes don't matter in modern engines. Old systems had sprites that were made of 8x8 or 16x16 tiles and were read from memory as tiles, but that's not the case with modern 2D rendering, which deals with texture images addressed as a unit square (i.e. not by the tile or by the pixel). As long as your texture atlas (a big texture that gets loaded by the GPU and which contains most of your sprites to avoid texture-swapping mid-rendering) is of a size that the GPU likes, there's no problem. Most advanced engines take care of texture atlas stuff for you, and even if you make your atlas(es) by hand, the individual sizes of the sprites don't really matter.
I personally work with sprites that are some multiple of my tile size (which is usually 16px or some other multiple of 8 because I like round numbers), because my in-game logic is in terms of tiles and hitboxes are sizes in tiles, so it's easier for me to get a sense of scale that way. Keeping my hitboxes in mind from the beginning and sizing the sprites around them (with breathing room, of course) helps me avoid issues with characters not matching their hitboxes or having weirdly-sized hitboxes.