These are excellent first attempts. What you are getting at with the shading of the third doll is correct, but if you look at the crease of the leg, there is no shadow there. There will be a light shadow there.
I'd offer critique on the hair, but I'm not good at explaining those things. I suggest looking for hair tuts, they will make a lot more sense than my rambling.
Also, one small thing related to the big bubble, then is a random crease of sorts in the middle. I feel it would look smoother like a bubble if that wasn't there, but this is an excellent attempt at pixel art as well. Keep up the good work