As far as pixel tech goes: The outline of the skin parts, using the darker skin tone, create a lot of banding. What's banding? Read about it here
http://www.wayofthepixel.net/index.php?topic=8110.msg92434#msg92434 The double pixel lines on the top of the look weird in addition to creating banding. You might want to experiment with your lines - because of the nature of pixelart, not all angular lines look good - depending on the angle. Two ways to tackle it - either try a different angle or soften it with AA (anti aliasing - the previous link covers pixel art specific hand made anti aliasing).
If you have trouble with shading objects, I recommend you read about about construction - in drawing and in art in general. This will help you with both shading and with getting a feel of 3dness
In general this works like this - think about the thing you want to portray - with what spatial forms can you 'build' it?
Here's a page from Andrew Loomis'
Successful Drawing Book:
If you know what shapes your object is "made of" and you know how the light will behave on them - you should know how to shade it
As far as your character goes - you could detail the ear a bit - if you want to keep it cartoon, you could go the MLP route and just add a line there - in case of a human ear, a line would just give a general idea of the tragus and helix (I hope those are the right names). Also, I find the "lidless" eyes a bit too weird. Just add ridge above the eye and you should be all set. Despite doing a stylized character, check out some photo reference.