The head on the left has an obvious directional lightsource, whereas the "sphere" (for all intents and purposes) on the right is made of.... Rings of color. Also associated with pillow shading is the tendency to only put shade around the outlines, which I can see in your work.
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I'd suggest to pillowshade less (duh) and use less saturated colors. My eyes kind of hurt. The design is really cool, though.