Outline

Let's start by drawing a one pixel outline on the doll, for the dress, the hair and the shoes. You can use any program you like, as long as you can make one pixel wide lines. I have zoomed in on the doll quite a bit to make sure it is easy to draw. Zoom in and out while you work on the doll, to see if things look okay.

Flood

Next, flood fill the hair, dress and shoes with a lighter colour than used on the outline. This is the first step in colouring and shading the digital doll.You can see it already looks better, and before you flood fill make sure the outline is how you want it to be. If at this point you want to change the shape of the dress or the hair, you can still do so. But it is easier to do that when there is just the outline to deal with.

Dark shade

Now pick a darker colour and start drawing the bits that are in the shadow. This is where you will have to imagine how the doll and the clothes look in 3D. For the hair I pointed out that where the hair parts it is usually darker. That would be even more so if she had dyedn her hair a lighter colour, but if you look at your own hair (if it is long enough that you can make it part), you will see that it is darker where it is between the parting. It still depends on where the light comes from, but for now, just make it up. This is only your first doll, you will learn more about shading as you go along.

Light shade

Next pick a lighter colour than your original flood colour. This is the colour that will show where the light catches the hair, the dress and the shoes. The closer the bits are to the light source, the lighter they are.

Finish

You're almost done. You can add one more even lighter colour to the hair, to make extra highlights and make the hair look extra shiny. Don't forget to add some shadow under the hair and clothes. Maybe the doll needs more highlights or dark shading, you decide.