I really like this, but every moves besides the arms, which make the arms look REALLY static, you know?

 It's more the fact that I'm new so everything looks weird to me. I just need to click around and get familiar with it and hopefully get a hang of stuff.

Thanks for the advice. I think I'll probably end up using a different program this time for animating it or just mess around with the timing for each frame in photoshop (once I wrap me brain with translating the .1, .2, etc. seconds to fps, but I think I'm getting there).

What's confusing you?
You can ask for help on the forum or the front page chatterbox.

Nice piece. Eyelids could close faster than they open, as they do IRL.

 Thanks for pointing that out. I didn't notice.

I'm honestly wondering how I got that second and third color from. Maybe when I switched between Sai and Photoshop something happened or when I was editing the picture on photoshop?

 You have three shades of practically the same color. I highlighted them so you could see; there's Red, Magenta, and Green. Where I put those three colors should have just been one color. They're so barely different, the human eye can't really discern them, making them pointless. Remember: less colors is better!