As they said the pillowshading is not good but not that bad either. You've done quite a good job with the whole sprite. There are a few things I would add to it
So I took the freedom of making an edit.

First of all I cleaned it all up to just the lineart and got myself a whole new palett. Shaped some stuff up, like his left leg, the gun ect.
Added the two base colours, red and grey. Here comes the thing; When you need a shade for your colour, try to not just make what you have darker.
The palett is huuuge and there are so many Light/shades to explore. Red with the shade of purple or blue for instant. Didn't have time to finish it entierly, but I hope it helps u a bit!
Complementary colours is probably the right word to use, but not entierly. All shades aren't black, but they aren't just a darker version of the basecolour neither.
So, go explore your palett and I ensure you that you will get a better result
