Rather than focus on specific sizes, try a bunch of different ones, or maybe even try doing the same thing in multiple sizes, to see what the differences are, what compromises you have to make in each, what techniques work or won't work, and so on. For example, at 16x16, things like anti-aliasing typically become irrelevant, while at larger sizes they're more important. In addition, the way colours behave can change depending on the size. The smaller the area occupied by a colour, the more that colour has to contrast from its neighbouring colours to be noticeable as a distinct colour, and at smaller sizes, you're more likely to be dealing with small clusters.
Depending on your prior experience with art, starting large and gradually getting smaller can also help you gradually translate existing art skills into pixel art. If you have no experience, then working a bit larger will help you pick up more general art skills (light/form, composition, construction), which are just as important in pixel art as they are in other kinds of drawing/painting. At 16x16, you have to stylise so much that there's no room to learn the fundamentals.
People often recommend starting small because it's easier to achieve satisfactory results - as I mentioned, mistakes are much less obvious, as there are only so many ways to arrange so few pixels to look like the thing you're drawing. But, that same inflexibility gives you less room to figure out what works and doesn't work and why.
