Well welcome to the forums!
The first thing I have to say is: this is a nice first piece.
The other thing I have to say is that this is very hard to crit. It's just a 2-bit ghost, and while it is a nice first attempt at pixel-pushing, it's really not something that is completely critique-able.
But on I go...
The first thing I notice is that the tail is sort of blunt. You might want to either shorten the tail or make it pointier, since that is probably the look you're going for.
Secondly, you should probably change the head. For some reason, I'm not diggin' the empty spaces, at least not on the head. Maybe fill that in and see how it works.
That's about it for now. I'm a bit bored, so I'll see if I can whip up a quick edit for fun and reference, but I'm not promising anything.
EDIT: I gave it a go. I also animated a simple idling frame.

Heh.
And once again, welcome to pixelopolis.