Oh, many people asked for it, so, I'll do ~ i hope that it'll be good, because I'm not good with explanations.

Well. First:
Which the program that I use?
Gimp 2.8 (you can download it in the site, it's free! [link])
But you can use Photoshop too, because GIMP looks like with Photoshop, but it's free, more simple and more "light".

I'll explain of a mode that is possible make in Photoshop or GIMP, not much detailed, I wait that you know the basic of the program.

Ah! Have many many patience >//<
The images about what I saying are in the right of the text.

Start with a document of size 100x100 px.
And create a "border" (in other layer) with the size 50x50 so you know that your pixel art is in the size correct.

Now you can make the sketch with the pencil tool. Is good if you have some reference, or know how you want do it.
References¹ that I recommend I'll put in the end of the "tutorial".

Right, start the lineart in a new layer. I do it with the correct colors, not only black or one unique color, if the hair is green, the lineart of hair is dark green.
And oh yes, without clothes.
The eyes will to blink, so, I make in a separate layer. And yes, I love do it, so is the first thing!

Start the coloring. I LOVE IT ~nyaa
Basic colors first! I use many layers for do all, so, yes, the skin is in a layer and the hair is in other.

Shading. I make it in wrong mode x) not is real pixel art, is only "beautiful" pixel art.
For correct mode, see tutorials, like this: Pixel Art Tutorial - Human and luvpixel Pixel Art Tutorial.
For shadows, I select the color, and use the brush tool, with lights are the same, but with a light color,  and finally little white points with pencil tool.

For finally, darken or lighten the lineart when is necessary and add a white stroke with 1px (also in a new layer,  bellow of all). - I correct little problems in this part.

And save the finished image without the white background, and cut the image for the correct size (50x50px)

Now how I animate this in GIMP
For how animate in Photoshop see here: [link]

Now, duplicate the layer of eyes. Hide the first layer of eyes and redraw the eyes and save the image with different name (I use "1", "2"...). Thus:


Make more two versions (in other two layers), so you will have four images:


Animate now! Open the four images in a new document. Right?
Ok, now, put the milliseconds in the layers, thus:

You can see she's blinking in the menu Filters > Animation > Playback
"But she's blinking much... mechanical and blergh D:"
No problem ^w^
Duplicate some layers, and change the velocity, and TADAM she's blinking much better! See:

Click in the Gumi for see how many layers I use.

Exportation and optimization.
You need export as a animated gif:

But the deviantART don't accept for avatar gif with more 15KB ¬_¬'
So you need optimize this! In the same menu Filters > Animation > Optimize (for GIF) and save again as a animated gif.
Gumi was 27,3 KB now is 5,1 KB!

Finished!
You should have many questions for me, I KNOW I explain VERY BAD D: ask whatever you want >//<

I hope it helped you, and thanks!

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¹ Good references: