The sprite's looking good but there are some serious issues with banding, and his arms do look somewhat strange as if they were just pasted on, so here's a quick edit to fix that. I also traded in most of the banding with anti-aliasing ( and put his left arm in a different position, not sure if that was the direction you were looking for.



The shadow still looks a bit wrong, though. I'm pretty tired right now.

I think what's wrong with her face, in particular, is her mouth. Rather than the lightest of 2 colors being in the middle, the darkest should be in the middle, and the lightest should be at its edges, and basically the same for the smallest girl.

The first and most apparent problem I see is lots of pillow shading on the...the...

...Not to be rude or anything, but to tell you the truth I've never seen a dumpster like that. Is this a dumpster, or a log cabin?

First things first, you should pick out a lightsource before you start shading the dumpster. This is a common mistake usually made by the newest members of the pixeling community.

Very quick edit. I might have made it a bit too dark, though.

One of the man's feet is facing totally outwards, and the other one also seems to be facing outwards just a bit. Additionally his knees don't seem to be on the same level, yet his feet are; only one of them seems to be bent. The arm without the sword could be angled differently. His current position seems pretty unnatural. It's almost as if he were hit with a fly-swatter.  

As for the dog, the mid-section of his hind legs seem to be too long, reaching too far back, then you just took that, made it darker and pasted it behind that leg.

The shading overall is flat and there's some banding in places, but I understand this is a WIP. I'll cook up an edit soon, if you don't happen to get to fixing it first.