For a webcomic, you want the page to fit comfortably on a typical reader's screen. Try to keep it under 1000px in height, and under 1200px in width. If your site layout adds padding to the top or sides, subtract that from your max page size. Especially the horizontal; people can deal with vertical scrolling, but horizontal scrolling is an easy way to lose your less devoted readers. This isn't to say the vertical isn't important! If you can keep your entire page above the fold (that is, visible in full without any scrolling), that's great!
It looks like you're working on a nuzlocke, which are often drawn in "pages" that are vertically very long. Obviously, this poses a problem since the advice above will give you unreadable tiny pages, and keeping it readable will give you huge file sizes. I'd like to advise you to try working in more bite-sized pages, but you may feel that wouldn't work well for your comic and you could very well be right. You know your comic better than I can, especially since I can't read it yet.
Anyway, some tips:
As Keke said, Save for Web is great.
Using the Indexed Color mode with a small number of colours is great if your comic is full of solid colours and lines and no gradients/smooth-painted bits. If that's the case for you, then count up the main colours you use (including the background and line colours) and multiply by 3 or 4 to get a good number of colours to use for Indexed Color. Having that extra breathing room will preserve your anti-aliasing. The GIF and Dithered PNG options in Save for Web also index your colours, but if you do it yourself first (Image -> Mode -> Indexed Color), you can control the results better. If your pages look good in Indexed Color, then you can save as GIF or PNG.
If you're saving as a JPG or a PNG, make sure your art is clean. Get rid of any stray marks, unintentional/useless textures, etc. All those things increase the file size. Don't sacrifice art quality just for this, only get rid of the really useless bits.
If you can't get your page under 500kb without making it look terrible, don't forget that SJ allows using off-site images too.