hiya! i think your first sprite is a really good start! your anatomy is great and i think you have a decent idea of where to put shading and highlights. i have a few critiques, however, one being that i think it would serve you well to darken your shading and change it's hue around a bit! an example of this being:
other than that, i think you need to brighten up your highlights (with light skin, i think white works best), and to make the highlights on metal harsher as well! i do think you should make the lineart a bit darker as well, don't be afraid to push colors, it makes your art pop!
anatomy-wise, like i said, it was great! the only thing i would change is straightening out his neck and making it shorter, as well! it might look a bit stiffer, but you can always tweek the pose to make it more dynamic!
that's all for my critiques! i hope i was able to help explain my ideas well enough! please ask if you have any questions! keep drawing and good luck with your work!! you're doing great so far!!! i look forward to seeing more from you~
changing the hue creates more visual interest because shading is not of the same color family. usually what i do is move the hue closer to blue, but not so that it's jarring. just to move it a bit to change it up a bit! as well, there doesn't really need to be many highlights on clothing unless the material is leather, metal, ect. ^^ usually when i color clothes, i tend to only do back lighting or if the light is shining directly onto it. there also aren't so many folds, especially with baggier clothing like jackets. due to their size, the folds can hold much more cloth, so they become fewer but contain larger bunches of material!