So, the first thing I notice is that your main character looks just like your enemies! I know they're small and humanoid (and that he's got a different hat) but this is something you should definitely avoid. I'd suggest making your hero different somehow, so (s)he's memorable and unique.
As far as technique, it's tricky working with tiny sprites. I notice you've ditched the black outline on the lower half of the sprite - most likely because you didn't have room for it. I think this is a good decision. I've actually started a tutorial series on this subject that might help you out.
I'd suggest following through on the top of the sprites, getting rid of the black outlines. You have limited room, so try making every pixel count, using these for a bit of shading and highlighting.
Will try to give you some edits later, when I'm not at work!