Kira wrote:
Made some pixel art of Lucina. Mainly to convert to perler.

Any feedback or pointers are welcome. I'm still new to the shading.
Airra, you're pretty good yourself at the sprites. I'm pretty jealous.
I plan on making the characters I main the same way. The process is just Pokemon trainer sprite editing.
Super fun though.
The first bit of advice I'll give is to try and avoid pure black for sprite outlines. It can cause an odd effect on shading where the black lines make the inner colors look brighter than they really are, and they tend to look terrible when set against a background. Of course, there are exceptions, such as when you are outlining a really dark item (Like on City Samurai's baggy pants, in my example image. I believe Lucina's blue clothes are an acceptable black line object, but her hair doesn't need the black lines).
And another VERY important thing for shading is to never work directly on a solid black or white background. Pick a mid-tone color that can properly contrast with what you're making.
Personally, I make a large variety of multi-color background layers in GIMP and switch them around constantly so that I can see how the colors blend. I believe doing something like that would be quite useful if you ever plan to have them set to a background of any sort.
And another, more basic, tip on shading is to decide on where the light is coming from. Treat the sprite as though it has depth and shade the areas of the sprite that are "closer" to the imaginary light brighter, and have your shadow shading fill wherever it's not supposed to be lit.
Shadowing cloth is a rather troublesome task. You have to be rather watchful of the folds in the fabric. I recommend you try to keep to triangle shapes to be simulate the folds in the fabric. If you look at pictures of folding cloth, you'll see plenty of distorted triangle shapes, all of which end at a point where the cloth has the most stress (sleeves having the triangles go up under the arms, or a resting flag having the triangles flow up towards the top of the flag pole).
Below, I took your Lucina sprite and made a terrible attempt at trying to reshade it with the aforementioned triangles, removing the stray thin lines in the process for a cleaner look:

I also reshaded the black outlines on the edges of the cape to demonstrate what I was saying earlier, and I placed her on a background to better contrast the different colors.
Also, thanks for the compliment~
As it would so happen, I referenced Trainer battle sprites to an extent while making those sprites from earlier.
EDIT: Wow, I type way too much.