Looks like a good start; here's a couple of suggestions:
1) Try putting the staff at an angle; that flat, horizontal line looks very unnatural, and slanted lines will also make him look more "alive" or "active."
2) He (or she) is currently facing dead on into the camera. Similarly to the above, it will probably look much better if you have him facing at an angle to the camera. Consider actors on TV; they never look or face directly towards the viewer, because they're trying to give the impression of reality, as though there wasn't a camera.
3) As doofus noted, he's quite a bit bigger than most Wesnoth sprites; I always bring in a similar mainline unit on a separate layer so I know what size my drawing should be (40 pixels tall is normal for level 1 humans; higher levels are a little bit taller).
4) While you do have somewhat strong outlines around the outside of your image, you should put them along interior edges as well. His hair, in particular, is blending into his face due to the lack of a strong line there. You need to strike a balance between outlines which are too strong (which will look cartoony) and those which, like these, are too weak (which looks blurry or mushy along the edges).
5) When it comes to shading, you need to adhere to a specific lighting direction; look at some mainline sprites and you'll see that they're lit from over the viewer's right shoulder (if you see what I mean). Think about where the imaginary lamp/sun is, and then figure out where its light will fall on the figure, which parts will be shadowed by other parts, etc.
Finally, I can't really tell just by looking, but you seem to have used the paintbrush (i.e. "fuzzy" drawing tool) on some parts; this is almost always a bad idea for sprite art. It's fairly easy to take a cleanly done, but aliased, sprite, and smooth its edges, but a sprite done with the paintbrush will almost always come out looking fuzzy or ill-defined.
Hope this is helpful ^^;
that little girl's parents were attacked by ninjas - generic npc
hee hee! - little girl