A few questions before C&C:
1 Is this your first time pixeling? if not, how long have you been pixeling?
2 What is this for? a game? for fun? for practice?
3 What software are you currently using? it does make a difference.
4 What is he/she?
Its usually a good idea to put these things into the first post, so people know what to say.
now, on to C&C!
Pillow shading. :\ (If you don't know what that is, its where there is no direct light source, giving it a lack of depth.
i would avoid this, it looks boring when used.)
There is not nearly enough frames to make it look like he is walking. it looks like he's writhing right now. there isn't much you can do with a RPG sprite, thats why i tend to avoid those.
I would start with a solid standing animation before i move on to walking.
also, you have to many colors and not enough
contrast. 
if it supposed to be a human, it looks (no offense) nothing like one.
Whats with the eyes? they look... not right. i dont know.
heres an edit:
im lazy today, its quick and sloppy. sorry... but i knocked it down to 5 colors!
(My palette is on the bottom. the fifth shade is white. i didn't touch the lines!)
but besides the lack of contrast, the colors are great. i always have trouble picking skin tones..
