I know how hard these walking animations are, so thumbs up for this one. 
It is pillow shading ... and pillow shading is correct in this case! "Pillow shading" means shading something as if 1] the light is coming from behind the viewer (which is fine unless whatever setting something is in dictates otherwise), and 2] shading it with a wide highlight in the middle, and shadows around the edges. That is, shading it as if it's round, and gently curved... like a pillow. The side of an elephant is shaped like that, so if the light's coming from behind us, then pillow shading is fine.
Pillow shading has a bad rap because a lot of newbies use it in situations where it's wrong - in fact, some newbies just ... use it on everything. It's only right in a very limited set of circumstances. But it's not always wrong.
Definitely impressive for your first attempt at animation.
Pretty good. Back legs are basically sliding along the ground. Correlation of back legs to front is good. Spinal
movement basically non existant.. same with the 'see-saw' motion 4 legged walks get.
very nice esp for your first attempt! Perhaps add some more truck movement b/c it looks pretty static atm. Also the ears. As far as pillow shading goes, there is none here. In addition, I think the animation could be sloweed down a bit givin the animal you chose. Again, excellent job .
Very good walking animation. The only problems I notice are that the tail doesn't have a black outline (whereas the rest of the body does) and the trunk doesn't move around at all.
Really good, though! Great job! :D
This is a pretty solid anim- bonus points for it being a first attempt. If you ever do revisit it, I'd suggest animating the head as well, since it sticks out the most. But good job.
The light on the side and thigh remind me pilow shading.
you like elephants dont you? some frames couldbe faster =)
I don't see how there's pillow shading here, the lighting seems pretty accurate.
I've been working at creating some of my first animations (as opposed to still pixel images) too, and I think that this piece has the potential to go from just being "good" to something really great with just a few more tweaks! With a bit more work, the lighting could be more natural, and the thick hide of the elephant could be shown by suggesting some texture.
Also, there's room for a lot of improvement (anatomically) on the face, tusks, and trunk. All in all, this piece has been inspiring to me, as it's a great walk cycle.