http://www.dot-s.net/product/index.html

They are called Dot's, and I got myself a few a while ago. heh
Fun

Isnt the one before Mario, the guy from the Mokey Island?
And also the one under Snow white, I think it is the woman from the 5th element

I think they are really well done, really recognizable.

I'd say you should ignore all those comments saying the anatomy looks alright since it doesnt.

Arms are too short, legs are too long and there is something wrong going on in the crotch area, also the feet are really small.
You should pay more attention to anatomy, hair and facial expressions ideally (you could practice using a big mirror and posing yourself for reference).
Also use a reference to see how clothes and their folds work.

Then once you are done with that you should learn and think about light sources, from where do they come and how the would affect the sprite itself (again you could use a lamp and yourself posing in front of a mirror and see how light affects you and try to "import" that into your canvas) rather than coloring randomly.

Next step would be learning how to color and choosing your palette, that's something you end up learning with a bit of practice, but right now you could start by looking at other people's pictures, palettes and how they use it (and if you want to go further study color theory, study and seach about paintings and all that stuff).

Good luck.

I believe practice, knowing your tools and knowing what you want to do.