Welcome
Cool sprite, very good potential!
I think the biggest issue right now is anatomy, proportions and the shading. Forget about the colors for now imo.
Pay attention to the pose. Observe the legs, hips and the rotation of them. They look quite unnatural.
Also the left hand seems to be hidden, but I think it'll be good to imply it somehow, otherwise the sprite looks quite flat and weird.
I think generally it's not good to draw limbs as fully straight lines, it looks quite unnatural.
I think you should look at some pose references first and keep in mind the proportions. Start with lineart (no colours, just a sketch/outline)
Moving on,
Pillow shading
You should establish a light source!
Generally, most colors can use some more contrast(Hair, scarf, shirt, clothes), there's banding going on in the arms
Looking forward to hearing from you!