I find the hair nice ! If you're still unsure about it, try to do multiple hair styles & then compare which one you prefer. Since it's Pokémon, I guess you could take inspiration from anime & kemono characters ( if you want to keep the anime style ).
There are multiple kinds of anthro & many styles. For anatomy, I guess it could be summed up with the 3 examples in the middle, but again, there are many other kinds & styles.
Created by かb on Pixiv.
For the features & colour palette, you can keep the original form or change it a bit, or completely. If you struggle with designing, you can be inspired by existing species or themes. Once you know on what you want your OC to be based on, the design should be easier to come with. For my Pokémon OC ( not a Pikachu though ), I got inspired by a Chinook salmon & a Ross Sea orca.
For the lore & personality, I cannot help you because I truly suck at that & I hate to be stuck with one story for my characters.
For the clothing & accessories, I personally think that there are no limits. But you can make a set of clothes that matches with the personality / design of your OC. If you don't feel like designing the clothes, you can always use existing ones & maybe change some details.
I think that's all. I hope I helped !