Some tips about color and depth :
- If I were you I would try using different colors. Right now the outlines are too light (except for the shoes' which are too dark lol), and some of the colors look muddy (the hair's yellow is greenish, and the skin is a bit grey). Experiment with palette-shifting, while keeping in mind that
when you darken a color, increase the saturation (or else it'll be muddy) ; when you lighten a color, decrease the saturation (or else it'll be too vibrant).- Once you've colored your sprite, you should try shading it (for each color, use the same but darker for shadow) to give it more volume. Generally you should determine a virtual "light direction" (for example, the light could come from the top-right corner), and shade your character accordingly.
Here's a quick edit I made to show you what I mean with the colors, I also added 2-3 colors so I could shade the guy and give him some depth.

One last thing : pixel art generally likes low color-count. So each time you're about to add a new color to your piece, you must first ask yourself
"Could any of the already existing colors of my sprite replace the one I'm about to add ?". If the answer's no, then go ahead and add that new color - if there's already a very similar color, why not use that one ?