Well, first of I all got to say that I like the way you draw. You have fine defined traces and I see potential in you.
However, I must say that this is not a sprite. Nor is it pixel art either.
I believe you might not know the concept of pixel art or sprites, so I'll explain it.
Pixel art is a piece of digital data which is made with pixels. First of all, it has a rather limited ammount of colors. Usually pokémon sprites have around 10 to 15 colors. The only thing you need to do when making pixel work is the pencil (sometimes the eraser too).
There is a difference between pixel art and digital art. When doing digital art you use tools for anti-aliasing and to shade. In pixel art, you can only count with the pencil. It is done by zooming in and carefully placing the pixels in the way to form a sprite. It is pixelly, and most often it's not soft shaded, because of the limited ammount of shades. It's easier to explain with an example:
The fakémon in this sprite has 11 colors. This includes the 4 shades of brown in the hat, the 3 shades of blue in the head, the 2 shades of yellow in the eye, the black and the white. If you take it to Paint and erase the colors, you'll see there are exactly 11 different colors. Still, it looks shaded, because of how I placed each color.
Compare the size of my fakémon to yours. Mine is 60x48 pixels big. Yours is 224x209 pixels big. That's where sprites come in. Sprites are pixel works that fit a specific style. Many video games use pixel work on their grapphics, and each game has a different style of spriting. In Pokémon, every pokémon sprite has a maximum size of 80x80 pixels. That is pretty small to make them all very detailed, isn't it? That's why you use another tool: The magnifying glass. With it you can work the details with precision.
To sum it up: Don't use any tools other than pencil, magnifying glass and eraser; follow the 80x80 pixel limit.
Something even more important than all of this is the format in which you save the sprite. I don't know which program you used to make it, but if you don't choose a format, programs usually save it as .jpg. Jpeg is a size format made to low resolution pictures, to create small files in terms of bytes, not in terms of pixel size. However, to do that, jpeg loses the quality of the colors, making the surrounding colors kind of mixed. In big pictures, with thousands of colors, you don't even realize it happened. But in sprites that need to be 80x80px, it simply destroys the colors. Just like it happened to you. Once you save in jpg and close the file, there is nothing you can do to fix it, other than starting it over.
To prevent that, when you save a sprite, you have the option to change the format to .png. Png is a great format, it keeps the colors intact, and the way you finished your sprite is the way it will be saved. Not all of the computers have png, though. If yours doesn't, save it as .bmp or .gif, whatever doesn't mess your colors. This is extremely important.
About shading, well, unfortunately there isn't a guideline or a trick to make shading easier. I'm afraid to say you only learn by doing it a lot and seeing what looks good and what doesn't. It's a good idea to study the anatomy of what you're trying to sprite, look at reference pictures in google, study how objects reflect light, and so on.
I hope this is helpfull!