Depends on the medium. If we’re talking pencil sketches on paper, two basic things to know are: avoid hard edges; and, you can always make it darker, but it’s hard to make it lighter again.
That's great to know, but I'm talking about digital art. thank you!
All right I'm back I'm not sure exactly what kind of shading tips you're looking for, but I'll do my best
First off,
No matter what program you're using, the Multiply layer setting is your friend. Once you've added color to your drawing, add another layer, set it to Multiply, and "clip" it to the color layer underneath. The color you add on this layer will overlay your base color automatically and create an evenly colored shadow that you can apply to the whole drawing. To give your shadows character, try using warm or cool tones instead of just gray.
I know the airbrush tool is a favorite for creating soft, rounded shadows, but make sure that you don't overuse it. It's a good tool for adding depth to a character's skin, but using it for the whole drawing can make your characters look dull. Visual interest is key Try matching the brushes you use to the textures of the materials you're drawing and you'll end up with a much more captivating result :)
As for how to shade your character's skin from a technical perspective, always establish a light source. If you don't know where the light is coming from, your shadows will be all over the place. For a light source on the left, try to keep your shadows to the right; for a light source to the right, try to keep em on the left. You get the point XD
Also, keep in mind that the closer the light source is to your character, the "harder" the edges of your shadows will be. As the light source recedes, the shadows will become softer and fainter.
Let me know if anything needs clarifying or if you'd like screenshots for a better visual. I hope these help!