No, you are right, sorry, all sprites can have any size.
There are two notions of size: the size of an entity and the size of its sprite.
From the point of view of the obstacles of the map, the hero has a size of 16x16, no matter his sprites. You can make a sprite of 48x48, but then the behavior with walls will be weird: a large part of the sprite will overlap walls.
So for the hero, I think the sprite should not exceed 24x32.