I need some feedback for my spritesheet

[AkumaTh]

I can see why the Walking doesn't look good: it doesn't give off the illusion to it walking. Look at the original Goomba sprite. To give the illusion of walking, one foot is bigger (indicating it is the forward foot) and the other foot is smaller (being in the background). By simply flipping the sprites, you created an illusion of walking because the face is always in the same position when you flip it.

Your Shyguy has his arms in a similar position and his face slightly to one side. Flipping it just flips it. Since he is wearing a cloth, you need to have the arms be the indication that he's moving, not his face. Compare your Shyguy with mine and you can see a difference.