I highly recommend you look into Aseprite or graphics gale for pixel art. Photoshop can be good for pixel art but it exports weirdly. You have to use the save to web option and it can tend to screw up the colors. If you are pixeling in RGB then after you are done switch color mode to indexed, choose (Local)perceptual and choose how many colors you want. This will force the new indexed images to have the amount of colors you chose.

Please reupload after bringing up the lights and bringing down the darks. The drawing is okay but the contrast could use a boost. If this is the case of your monitor not being calibrated I recommend using this cheap (free) option http://www.photofriday.com/calibrate.php

this is very hard to read when at 100%. looks like a raw hamburger. warm up the light parts and cool the shadows, and the volume will be more apparent.

OK, now I've only one transparency. I used a photshop feature that limit the number of colors, then I selected all the transparent area around the sprite and pressed CANC, to clear any color remain. Some of it must have worked.

That is odd! Normally that sort of thing is the result of applying the transparency as an alpha mask over parts you previous drew over with various colours, but if you've been erasing, there shouldn't be colour data there. Maybe try running the image through a PNG optimiser, which will get rid of any extraneous colour data that's 100% transparent?

Yes, I've seen that with the image spec tool, but, really, I don't know why!
I'm using Photoshop, only pencil and eraser, 100% transparency!

Great. It looks like you have 4 different transparencies though. Might want to clean that up and watch how you're producing your colours, since that's a sign of non-pixel art techniques in use.

Sorry, missclicked on the palette. Now it's 21 colors.

Is this for the Doom challenge? If so, you're a few colours over the limit.