Well first off, you will want to define just what shape it is. That will be the first and foremost step before you can even attempt to shade it properly.

Now, after that, just follow your light source (which seems to be coming somewhere between the bottom and left sides), and you'll define your shapes. The light source you have now is kinda vague, but it may work later on, depending on what you want to do.

Same as bobsmith.

Also the comment (I posted) on the Alien Hunter, pretty much applies here too :)

Hmmm...  I get that I need to change the lighting, but I don't know HOW...

Any suggestions?

BTW, I DO want to get into pixel art!

Not bad for a first attempt. Here are some things I noticed:

I agree with Windwhisper that it's hard to tell what the shape is because of the way it's shaded. The right side of it (I don't know what to call it... I'm talking about the area around the orb on the very right) looks like it tilts back behind the middle of the body, while the left side looks like it's coming out in front of the middle. That kinda confuses me.

I like the design of the pink orbs, but they look flat. The shading on the purple helps make them look more 3-D, but because of the shading inside the orbs themselves, they don't look like they pop out. Unless the orbs are lit up themselves, the shading would follow the light source, like everything else.

The shading and shines on the claws don't follow the light source, so you might want to take a look at that. The eyes would be the same way.

But like I said, it's not bad for a first attempt. It has a lot of potential, and I think you could work wonders with it with practice and making adjustments. Also, if you get into pixel art enough, practice it a lot, and improve your skills, I'd love to see a revamp of it. Just remember: practice makes perfect!

Oh, and welcome to PJ.

Ok it's updated...

For being my first piece, I like how it came out.

Thanks Windwhisper, your advice was a huge help!

Thanks alot, like I said, im new to this and need all the advice I can get!

The pink globes are going to be weak spots that you have to attack to destroy the enemy.  I didn't plan it well, i just sort of made it...

Im going to work on this and update it whenever I have extra time...

Hey fellow beginner!  The first one is the biggest hurdle I think.

I like the design of the pink globes (I'm not sure what they're supposed to be) and the eyes.  You should be careful with center shading, but I think it's okay for the globes here.

The purple shading is a bit of a problem though.  It's difficult to tell what the shape of the alien is.  For example, it's hard to tell whether the pink globes are raised above the surface of the alien or below, since the center shading makes them looked raised, but they don't seem to cast a shadow.  The shading seems a little too abrupt as well, maybe try making the dark purple a little less dark?