Some Basics?

[Ploaj]

Thanks! That's just the example I was looking for! I'll keep practicing and post something else later to see if I've improved any.

Edit:
So I would like to take it step by step.

Here is a simple sprite and how I would normally shade it. I don't feel like I'm doing it right because it doesn't feel like it has depth like your nyan cat edit. So what should I do first when shading this?