I am not the best at explaining things, but I will try.
Basically, an image should ideally have diverse enough color values that it is readable and looks good/interesting even when on zero saturation. The viewer will not see your drawing in zero saturation obviously, but it is a good way of checking the values without being distracted by the colors.
The Chucky image you posted has pretty good values. Even in black and white, his face stands out against the darkness and the knife pops against the black rectangle. Also, look at the brighter stripes on his shirt. There was no need to make them brighter than the rest, but making some of the stripes lighter added a bit of visual interest. The blood also stands out more against the hands, since it is darker. It would still be readable if it had the same value, since it is red, but it would look a bit less interesting.
In the image you posted, the brows have a similar value to half of the hair, which has a similar value to the hat. In the original doll picture, the hat and hair also blend together into one value, but the difference is, that in that image, both the hair and hat are hidden in the same shadow. In your drawing, it is not dark enough to achieve that "hidden in the shadows" effect, so the values are just too similar for no reason.
I am not an expert at painting, but I would suggest adding in that dark shadow on the hat and hair, darkening the darker part of her hair in general and making the inside of her mouth a darker value than her lips.
I hope this makes sense. I think you will get some understanding just by converting your drawings to black and white, changing the values to be more diverse, and then seeing what looks better to you.
If anyone here can explain this better, please do. I admit, this is a bit harder to convey than I thought