My first sprite: Neidhart from Romancing SaGa

It's quite nice for a 1st sprite, most definitely. The only thing I see that could look better is that the colors are too soft, compared to other sprites. It looks almost like it's going transparent. I'd say darken them all (more saturation) including the outline and it will help a lot. Unless you were planning to make all the sprites a uniformly soft-palette-looking style, but I think darker is best, it pops more.