The use of the lightest blue around the eyes in the Sonic 1 sprites serves to antialias and help smooth them out. Your highlights stand out to me as needing work. If I'm mistaken in your interest, please ignore me.

Seems like you were interested in critiques, so here are some places I think you could improve. i suggest downloading a sprite sheet from sonic mania and analyzing it, motion or not mania has great shading and taking a look at those sprites is a good idea if you wish to animate, a high speed character like sonic requires a fair bit of motion blur. as for the 2nd pic, the running one, it looks good as a still frame but wouldnt be smooth enough in motion. The shading is a little basic, but im sure you will get better with time, it just comes as you expand your palette and start making your own pieces from scratch. its pleasant to the eye, depth is defined OK, there arent any major mistakes i can see the general shape is good, i like the art style, i see a lot of potential with you. that aside, for someones first pixel art its really, really good. there are a few issues, the shading on the shoes is a bit basic (you have 2 red shades to use, work with it), the shine on the head could extend a bit lower on 3rd pic and should exist on the 2nd pick, id reshade the belly to make it more 3d-ish (look at the OG sprite, the darker shade isnt just an outline), the shading isnt round enough in places like the head on the 3rd pic, and personally i would add a pixel or two on the end of one of the spikes on the 3rd pic, it looks a little flat. I like this a lot, as a fellow pixel artist.

Flower sonic 1 sprite