Yes you're right, I have much difficulties with anatomy. If I have time enough I'll try to work again on this picture, but be sure I'll try to create things looking real things (I often drawn unreal thing because have difficluties with anatomy) in order to to be less bad. For the wings I had already read tutorials but each time I tried to shade them it was too... "plastic"... 

I'll try to improve this picture if I have time, else I'll make another and another ones in order to work this points.

Thanks a lot for your comment, it gave me more envy to work this points ! 

 I'd suggest you start looking into reference and anatomy of stuff. It'll help you much. Even tho pixel art is simplified, it still need that underlaying knowledge. For an example, those wings look really blobby and if you understood the underlaying anatomy you could make something more convincing. You could at least look up some reference to see how wings look. You might think you know how things look but most of the time we don't have that information correctly stored in our brains.

Same goes for creature creation. The more you know about our creatures on our planet and how they work, and so on. The better your own creatures will look. 

Cheers!