antimaie, what you are doing is call scribble shading. Your dolls have no folds, and it makes it seen like there is simply a single ray of light. The hair is shaded okay, but the scribble shading makes it look a bit odd. The hair should also have more highlights.
Above are three white tops. One is pillow shaded, on if scribble shaded (but I'm being generous, scribble shaders usually done leave the fold under the bust), and one is shaded properly. I'm sure you can tell which is which. You can't just flood fill, then highlight a large scribble down the side.
I suggest you read through some more tutorials.
One last thing. This is very nit-picky of me, but since the base has a darker outline, so should the clothes. Also the hair - beside needing more shading - shouldn't be that colour. It should be a brown black, or a blue black. Not a grey black.
I'm sure after reading a few tutorials, you will improve. ^^