(Sorry for the late reply) Alright, that was just the little push I needed, thanks for pointing that out and for the edit !

Thanks for your feedback !

The divide between the trees and the background (which is absolutely not tiled btw) was indeed intentional, but I tried adding some AA:

I might add some desertic areas and a castle later

I really like the postures especially the last one.
The second one though, her shoulders look a bit slumped perhaps.
You should also fix Ahri's (is it her ?) camera-left leg, looks really weird.
I took a little time understanding that Ahri's hand is facing the camera, maybe adding a darker shade would help detach it from the rest ?

Some thoughts about color and shading.

Let's take a look at your zombie girl for a moment :

What did you want to convey ? 1. dead skin, 2. decomposing/wounded areas.
Now what did you actually do ? I'm gonna guess 1. You picked a skin color and desaturated/added some brown, 2. You added lines and dithering to create a texture.

1. Palette, color count, shading

Right now your sprite has 38 different colors. That is way too much and unnecessary, to show that I've brought it down using Gimp's "Indexed Mode" to just 5 :

Not much difference right ?
A low color count is better in pixel art, to maintain visual coherence/reduce noise, but also to maintain control over your palette (let's say you want to make your zombie girl red, you'll have 5 colors to swap instead of 38 !).

Now about the shading :
- Pick a lightsource
- Stick to it
- Think of your object as a 3D object, with volumes, and of how light hits it
- Drop unnecessary gradient effects with lots of very close variations of a same color and prefer a couple of values with good contrast - pixel art loves contrast.
- Volumes : avoid representing them through lines, but through light.
To quote Pistachio about this last thing :

I see a lot of outlines and not enough shadows on forms

Here's an edit :

It's not perfect, but I tried sticking to the lightsource I chose (left-side), notice how the sprite is a lot less flat than before.
About the lines VS light thing, look at her boob.

About the choice of colors :
I agree with Yrizoud, try using preset palettes to get used to the contrast between colors, the use of colors you wouldn't have thought of...
Now, wanna represent dead, disgusting zombie skin ? You could add grey/brown to regular skintone. Or you could make the shadows increasignly greenish, the possibilities are unlimited.


2. Texture

Texture representation is one of the hardest things in pixel art: with a very limited resolution you have to convey a specific texture to the viewer. Pixel art also follows different rules than traditional art. When with paint you can use a thousand different shades of green for a single object, with pixel art it'll just look noisy and bad.
What you did with dithering to convey decomposing skin reads as noise instead.
I suggest you read through this very interesting Pixelation topic ; to quote Atnas's eye-opening explanation about a fox's fur :

You're all about the contours. You don't seem to grasp this "fur" you're trying to render, because perhaps you don't understand yet: it is just more fox. [...] you add some texture on top, like it's a 3d model. It's not. It's all fox.

Think about the texture you wish to represent as just being more zombie. A not really good edit, but maybe you'll kinda get the idea :

I tried representing decomposing skin on her elbow and leg -> for that I drew some skin "flaps" that detach from her body.

That's it *whew* hope this will help you find ways to progress.

Tried applying what you said to a portion of the road... I'm not completely satisfied with it, but it feels better than my previous attempts. How could I push it another step further ?