Soldier dude is great..I like the first one better, has more contrast on the shirt. Could maybe use some more color and contrast, e.g.


Guy with sword is great. Self-portrait is creepy.

Nice tree. The trunk is too dark overall, has too many colors and the shading is kind of random. The browns are weird, I think they're too reddish.

I like the big sword, but the in-game sword doesn't look good. It looks like scissors, maybe it has too much detail.
The penguin's pose is unbalanced - he's leaning forward too much, and too much of his foot is showing for a sideways perspective. Here's a quick edit to show you what I mean:

The penguin could also use more light/dark contrast.

A good size for the sprite would be smaller, 16x32 or 32x32 or 32x48, the bigger you make it the more detail you need to add.

It's looking very nice so far. I think the problem with all the browns is that you emphasized the color of the material too much while neglecting the lighting. This can be a really great scene if you get the lighting right. For example, look at the fourth reference photo, where the light source has a dramatic effect on the scene. With two light sources with different color lights it will be a bitch to pull it off well, and may not look all that good.
If I were you, I'd get rid of the window and keep the stove, which looks really nice in the second picture. Maybe draw a second door on the left side of the stove to light the benches. Be sure to take the slits in the door into account when shading, and darken the parts of the room away from the stove. It will be a lot of work, since you will not be able to use shortcuts (every board and bench will be different due to their unique position in relation to the light source).

The rug looks like it's top down perspective, maybe it should be more like this:

I didn't read the whole thread, but I think you should look at Gil's edits(the first one is hilarious btw) and correct the things that are out of whack in your animation - i.e., the legs don't bend at the knees, the arms don't bend enough in the elbows and don't move in a big enough arc...

Try to imagine how a human walking would look from that perspective - maybe look out the window at someone on the street.

When animating, keep in mind how the motion will be perceived as the frames change. The most important frames are the ones that stay visible longer - in a walk animation, these are the frames where the legs move the slowest, i.e. when a new step begins/ends and legs are wide apart.  The least important frames are the ones where legs move fastest - i.e., when one leg moves ahead of the other and they are close together. Of the three frames in your animation, two are important ones, and one (that gil mentioned) is not important and is actually hurting the animation. If you wanna add more frames (which you should for a sprite that large, I think) choose important ones. This will help you I think:

http://www.idleworm.com/how/anm/02w/walk1.shtml