Great work! Now that's a Goblin! I'll get on some specifics regarding execution this time, bear with me because it may get a little dense.
I think you are over rendering the character and this prompts some issues I'll try my best to explain them and how to fix them:
- There's a lot of banding on the character, this is when there are two sets (or more) of pixels that goes along the other like a staircase, since I suck explaining I'm also adding a visual explanation.
- There's also room for improvement on the light department, I'll explain this with the head only, basically, when an object is lit from above, the planes that face more towards the light will be the ones that receive most light, so they will have the brightest shade, so the top of the forehead should be brighter than the middle of the forehead, but more than that, the shading on the top of the head should touch the outline.
- I see that you are trying to describe the arms as round with the shading, for this is better to have the darkest shade in the middle of the form (Where the terminator is located) due reflective light, this does not need to be super accurate and reflect the correct hue, just a change of value is more than enough. Also keep in mind that limbs resemble a bit more a box than a cylinder, actually a mix of both

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Tiles, sketch or not, look kinda good, my only advice would be to rely more on clusters of pixels to generate texture instead of noise/orphans.
Items suffer from something weird caused by how they are shaded, if you shade with the lightest shade on top, the mid shade on the middle and the darkest shade on the bottom stuff starts to look like a block (think of Mario question block from the NES) try to apply the thing I said earlier of the terminator, you may see an improvement, if not just apply what I said about the planes, and if not let me know to do some extra research

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Lastly, I'm almost certain the screenshot you posted last has some kind of compression because it looks really antialiased.
If something I said makes no sense let me know and I'll try my best to explain it better.
