*cracks knuckles* Alright, here we go.
Zim is VERY Obviously edited. Try adding your own shading, or changing stuff you think looks weird to give him a little bit of your own flair. He also needs more poses than standing and walking, unless the person who uses this is making either a more humour-based one or a point&click game. It could also use more frames for what we do have. Also, the legs look weird in the walking animation you currently have.
As for GIR... YUCK. Super pillow shaded, has a REALLY ugly walking style, and all in all, have only 5 sprites of Her/Him doesn't cut the cheese. After all, what can you make with only 5 sprites?
I also agree with Black boo. WAY too tall.
It barely looks like GIR.
But hey, keep trying and you'll get better!