Unfortunately I'm having a hard time telling the difference between the two outside of just a darker and more saturated-looking blue background, so it's difficult to offer any further critique.
As far as colors go though, to be honest, and I know it's not that helpful, but there's no 'right' way to look at color selection.
The only advice I can give in that regard is to first develop the sort of 'look' you want regarding your representation of form, perhaps even with a grayscale image if it helps (i.e. amount of contrast, symbolism vs realism, outline technique, soft-vs-hard value transitions, etc.) and then play around with creating a sort of universal palette for your game that includes a wide variety of colors that invoke the mood you are trying convey in your game -- just keep in mind there should be no straight color ramps, as hueshifting generally helps to make interesting colors. Generally you are shifting toward the hue of the sun and sky in the lights, and the darkest color of the ground or darkest shadow for the darks. This changes depending on your lighting conditions (i.e. an overhead ceiling light, a florescent light, or ambient cave light from torches or some other source), and this includes the ambient lighting in your shadows -- and back-lighting too if you choose to include it (though that might be better to only include in an environment than on characters).
With that said, these sorts of lighting conditions are how you would create your universal palettes, perhaps even creating one just for characters, and a separate one for environments. You'd just be creative in how you select between the included colors. I'm sure you could cheat by tweaking some colors, but the closer they are to your overall palettes, the more unified your game will appear color-wise.
