Seems like the light is coming from the left (or behind him) which looks great except for his face is also lit from the front, as is his left arm. Add some shadow to the front of him, but it looks pretty sweet.

Better?

I definitely think it's an improvement, but I'm a little worried about things like the hands and the face not having shadow. If your light is coming from behind him then those should be in shade.

Where do you want your light to be coming from? Right now the clothes would indicate behind and a little bit above.

here's a good piece of advice: focus on fixing one sprite at a time, or else you'll be stuck with ten poorly made sprites and counting.

its not a matter of adding more shading, but instead know where you have to. if your light source are coming form the top, your shadows will be casted on the bottom of a shape, and so on. remember the whole purpose of shading is to both define shapes AND give a sense of volume, not just some fancy thing you throw into stuff to make it look nicer.

the main issue with that particular piece (and the others, too)is the lack of a sense of anatomy. if you were to perform the same pose on your own, you'll notice there are some issues that make it quite unnatural and umcomfortable.

a good protip when trying these kind of poses would be to do the pose yourself and see yourself on a mirror. you'll notice when a pose doesnt work when you cant keep it without forcing yourself.

once you think you got the pose right, draw a stick man as a base and build the details from there. stick to two colors per shade for the time being.