Those houses look kind of flat and boxy. Even if the flat roof is probably used for the gameplay, I'm sure you could give them better volume elsewhere. The windows are small.

Also there are way too many colors in there, and not wisely used.
The windows have their own set of colors which is completely unnecessary; some of these are used on very few pixels (hover on the palette in the link to find where). I'd strongly advise lowering that amount to 8-12.

Same thing with the sprite: half these colors are not distinguishable (the 2 dark colors and the 2 near whites in the eyes and eyebrows from the outline and the next brightest color).
The sprite looks good other than that.

I think we'll need some context to provide helpful feedback. What is your goal, what are your skill level and experience?

If as I suspect you are a beginner, I'd strongly advise to practice small pieces first. You'll get lost and discouraged if you embark at once on game assets, as it looks like.

One tip already: blocking out shapes with a large pencil is a good start, but make sure you use a single color hard pencil, not a soft brush, and disable all auto-anti-aliasing, feather, brush dynamics etc. Otherwise you will only litter your work with thousands of unwanted colors, which will give you headaches in further stages.

Beware of the word 'value' in this context, as it's what the V in HSV means (you'd say 'brightness' in ordinary language; it's what remains when all color information is withheld).

I only see the cast shadow as blue, not the shaded parts of the dragon itself. Compare with 9_6's edit.
Also it seems you turned down all saturation: that's not the idea!
Breakdown of both your latest version and 9_6's edit.

The most saturated colors now are the outline dark green (052807), then the browns (there's still one single pixel of 034917 btw, you can find it by hovering over the palette swatches). The idea is rather to create a palette that has a range of values and saturations, so you can find a suitable color for every use in your piece.

Generally, colors get more saturated the more shaded they are.

This is one way to do it, I wouldn't say it's the best for this piece though, although 9_6's edit is the best and my fave so far =)
Cartoons would rather use highest sat in the mid-ranges, I think, and saturated highlights can give some vibrancy (rather advanced though!).

Take your time about it. Palette construction is no easy sport. Search here and on the PJ forum for threads specific about this. Might post some links later.
Also a good exercise is to use a pre-set palette, either from a palette challenge or some vintage system specs. If you can grab an 8-color palette somewhere (the crazier the better!), you'll learn a lot about color use through the restrictions, and that will in turn help you create your own, later.

someone can let me know if this would do better being split up.

Yes. One piece, one thread is better. Also I'd post them one at a time, unless you're sure you can actually digest feedback and edit several pieces at once.

I see good starts =)