Spriting

Some screenshots were used from "Marks Pixel Art Tutorial".
Spriting is about shapes and shading and a few other things. No one expects you to be good at it first, but you can start by learning how to shade a shape.

Shading
First off, shading is all about feeling where the colors should go.
When shading, pick a light source. It is almost always from some angle shining downwards.


Once you have found your lightsource, apply shades of color to your sprite that represent the way the light hits it. Do not Pillow Shade.
Before you read the quote below, you should know that pillow shading isn't as bad in smaller sprites as it is in larger ones like the Pokemon sprite I demonstrate. Simply, FFVI sprites are two small to put forth enough detail to pillow shade. It all depends on where you're shading however. You can apply pillow shading to a cape, but not so much to the arms and legs.

Quote from http://hubpages.com/hub/Sprite-shading-t...s Tutorial

Pillow Shading
In one word: Don't do it! This is typically where the inside of an object is brighter than the rest, and you make it darker in colors the deeper it goes and along the outlines. It looks horrible unless all the other pillow shade sprites are the same style. Even then, it doesn't look all that good!

Two example of pillow shading and normal shading.




Outlines
Once you understand what Pillow Shading is (understanding what it is and understanding that you're already pillow shading are two different things), you can move on to some more advanced stuff. You do not need to always use bold black lines within your sprite. An example of this is in that pokemon sprite. Look at the bold lines within the pillow shaded sprite and the normal shaded sprite. Usually, you can use one dark [x] color to represent creases or indents in your sprite, in this case a joint. [x]Color is a variable for the color used for your palette. If you have three shades of red, then you want your bolder outline color to be a dark red, not pure black.

When you're starting off with spriting, I've found most good spriters start their career off with altering existing sprites. Try pasting a head of one sprite onto the body of another for a first time and try to seem it together with shading.
*Note*
This is not always the best idea once you understand. Pasting a sprite onto another sprite isn't spriting, it's pasting. It's good to get a grasp and concept of spriting, but not for longterm spriting.
Once you have mastered this beginners technique, move onto more advanced stuff. Find a sprite that needs shading and finish it's shading.
Here's an example of an unfinished sprite that needs it's shading finished.


Conclusion
If you wish to learn some shading, try shading a sprite or two and show us your results. The VERY first thing you need to do is assign colors to your palette. Final Fantasy VI uses 16 colors, but only 11 of those 16 goto the sprite itself. One of the eleven colors is transparent, so you get 10 colors to work with. That's plenty to work with when it comes to something as small as this. Assign two-three shades of red because the main sprites primarily used color is red.
Neither I or anyone else expects perfection, but try to look at the shading of an existing Final Fantasy sprite and compare it to your own. We can only help you get better if you show us your progress.

The following is a sprite I re-shaded for Sutebenu. I demonstrate that I use 9 colors, plus a transparent which leaves me one extra color. I also demonstrate shading based on the creases in the dress. When you're shading, you need to picture in your head what happens when a person walks or when he or she moves in general. Posture that is. Posture is everything, it shows mood and movement.