Thick lines aren't bad, but you might want to go back and try shaving some of the line edges down to give the lineart some weight.
Also arm on the right is shorter than the arm on the left and should be brought down just a tiny bit so they match up. Other than that the anatomy looks pretty good!
The biggest problem I have with the sprite is the coloring. There's no apparent light source and the color you used is a darker version of the color with no change in saturation or hue. Instead of bringing the color picker straight down a bit move it down and
to the right to add a bit of pop to your drawing. Also try experimenting with moving the hue slider slightly when you choose shades and highlights. It'll make your work pop more. Also I suggest picking a light source and sticking with it for every part of the body. Think of the human form as a bunch of flat planes and try to imagine what would happen if you shined a light at one point of the body and how it would affect the rest of it. If that doesn't work try looking at reference of bodies in shadow to get an idea of where things should be placed.
And if you do use dodge (and burn) use them SPARINGLY. A quick brush over once or twice can help bring out the lights or darks of your picture but using them to shade and highlight on their own is murder to your lovely picture.
I hope you don't mind, but I took a really quick stab at re-shading your picture as a demonstration of the things I've suggested. Hopefully it'll give you some help.
Good luck with your sprite work!