Looks pretty good. Seems like you've done some research on pixel art before and you're good at drawing.
The tall character is too dark. I guess that's the point but it would look better with some more contrast
Gray colors usuall look uninteresting and dull. I don't know anything about the character but the sprite could look more interesting with some color.
I made a very quick edit just to give you some ideas of how you can fix or polish some things.

I made the girl's pupil shape a bit cleaner and made the hand bigger. Tried to make the legs look more natural and changed the darker skin color so it pops out a little more (I made it redder and more saturated).
I love the style and design by the way
