Hmm, well, from what I can see, you're doing some pillow shading here. The first sprite could use some more variety of colour. You've used the same palette and essentially the same shading method for the gloves, shirt, trousers, and boots, giving the impression they are all made of the same material. If you really want to use all browns, I'd go with a palette with more contrast for the boots so they look a bit shiny, and a slightly different range of brown for the gloves to differentiate them from the rest of the clothing.
The second sprite uses some pretty bright palettes that are a little hard to look at. You may want to try some of the standard HKCP palettes. The colours are a little more muted, but much easier on the eye. The shape of the dress is cute, but I'm not sure about the gold line slanting over her hips. Something about its placement just bothers me, though I can't pinpoint exactly what.
Overall, it's a good start, just needs a bit more work.