This is probably one of the most challenging things for people to adhere to. Anatomy in itself is a little challenging but once you get it, the sky's the limit as far as drawing Anthropomorphic animals, beings and things!
So below are a few pointers!
1. The Ultimate Anthro Tutorial - This tutorial was created for all beginners and Art enthusiasts around the world. It has such detail and walks you through all the basics before getting to the next level where you feel comfortable drawing anatomy for an Anthro character.
Do I need a special program?
No! Something as simple as Microsoft Paint, Paint Shop Pro or the Gimp, all of which are free, are all you need to start with pixel art. Well, that and a mouse/touchpad (and a computer ). Photoshop can be used to pixel as well, but it is costly, so unless you plan to use Photoshop for a multitude of digital media, it isn't the best investment for pixel art.
Free downloads of MS Paint and Paint Shop Pro can be found here: http://www.bunnystick.com/tdlc.html
What are some useful Pixel techniques?
When it comes to shading, both dithering and anti-aliasing (often called AA-ing) are your best