I see no pillow shading. The term you're looking for is "banding" or "stairstep shading".

Instead of shading towards a light source it seems like you're just doing a gradient from left to right.
Read Helm's Knowledge Repository. Especially the part on banding:
http://www.pixel.schlet.net/#C2Anatomy-wise I see a lack of hands, arms are too short, boobs are far too big (Right now her boobs are about 1/6th of her body height, almost the size of her skull). The right leg (HER left) seems broken.
Color-wise the skin should be fine, but there is a lack of contrast in the hair. Highs are represented, lows are lacking. There's a high saturation of the hair too, which could be fine if she's the godess of fire or similar, but if you're looking for natural redhead, you'll need to tone it down a lot.
There's a lot of potential in the pose and the anatomy is more or less right (cartoony 6 heads high though), so I say, keep working. Try to get rid of the banding first, then fix the shading towards a light source.
Good luck!
