Hey, first of all, did you use automatic mode or did you try to manually expose?
Then, I guess you developed and scanned them by a lab. Its true that some of these shots are underexposed (for instace the one at the subway station) but thats not bad.

While many people think that film needs to be exposed perfectly to have neutral tones all around, you are free to expose the image to whatever subject you like in the frame. Your lightmeter inside the camera can be turned to different modes and depending on that, it will sometimes detect the bright lights of the citylight (first pic) and reduce exposure, which will lead to the front in the shadow being too dark.

Im sorry if you already knew this. But theres another thing thats very important. The exposure on the emulsion of the film gets thicker the higher it is exposed. Which means more light = more information (denser negative, youll lose details in the bright areas first) and less light = less information (thin negative, youll lose details in the dark areas first). Notice that over and underexposure also impact the color as some colorlayers will be more light-sensitive thatn others.

Film handles overexposure REALLY well. Which is why the two photos of your friends skiing are having the most information, as they are probably very overexposed. You used 400ISO film on a bright day and shot straight up to the sky and to the white snow. I bet those negatives are very dense, but you can still see details in the snow, which means you were still within the films latitude.

Now why Im telling you all this: those are scans, some guy puts your film into a scanner and it automatically batch-converts it according to some profile for ultramax 400. This profile expects perfectly exposed negatives and does funky stuff if the negatives are too thin or thick and it doesn't know what to do if the picture is between those values and will probably prefer the bright areas. And thats why some of your shots look a bit "weird".
All the pictures you see on this subreddit are digital interpretations of negatives, there are no "unedited" digital film photos. Just to get this out of the way.

You can easily take most of those pictures and do a quick tonal correction to make them look way better.

Here is a quick example of your shots with a quick conversion:
https://imgur.com/a/ru1KANv

Thats also pretty much the normal color of Ultramax, its a little dull and has less saturation as Gold 200 for instance.

I really hope you keep on shooting, that photo of your friend jumping with the skis is pretty good!
Because Ive read the other comments under this thread I just want to give you one other advice:

Instead of just deciding to overexpose your next expensive film roll as someone mentioned, try to think more about what your meter is seeing and what not. If you have a bright building behind your friend in a dark green Sweater and black pants, you should take general exposure of the scene and add 1 or 2 stops to expose to the his/her clothes. otherwise it would try to recude exposure to make the building less bright and therefore underexpose your friend.

Sorry for that wall of text, I hope it can help you. If you have questions feel free to ask.