Thanks for the feedback, everyone. The main things I gathered:

I should experiment with adding a few more colors.
The eye animations don't convey the "magical trance" idea as well as I thought they did, though having flashy effects around them might help.
The die animation might need some blood on areas other than the mouth so it can't be easily mistaken for a mustache.
Hurt could use another frame or two.
I should redo the walking from scratch and have more frames for it.
The jumping might look better in-game when he's holding the third frame longer while airborne, but still needs work to look like jumping.

I know they're below average, but I want to make an honest effort to learn how to do it myself. I'm hoping that I can get proficient enough to make at least "decent" quality sprites. Thanks for the help!

I think you just need to add a couple more shades of darker blue instead of the black for the shadowed areas of the robe.

Here's a couple of tips you might want to try.

1) stand in front of the mirror and do the actions you're trying to convey in your animations - even better, record them on a phone camera or something. Decide how many frames you want and then choose the frames to draw from your own movements.

2) Put a blanket over yourself, or a robe or dressing gown and walk, cast spells or jump in the mirror and see how the fabric moves and where the shadows are. Use darker shades for the folds.

3) google or YouTube for videos of wizards, etc to see how they move and copy it.

You really want a similar feel for all your graphics, no matter how simple the game is. If you have any other graphics which use nice shades for shadowing, your blue Mage won't work and will look out of place. So if you're keeping things simple, go for something like (for all characters/monsters):

2 shades for skin
2 or 3 shades for each part of the clothing
Avoid bold colours and black - avoid black altogether unless someone is wearing a black belt for example.

Hope that helps, keep us posted on your progress - all joking aside from above, this is really fun and extremely satisfying when you get it looking good.

Good luck