Seeing the examples, I can try to break this into points to study (please note this is just how I see it, I'm not a teacher, I'm just trying to help
). I would study them in parallel cause working on them one after the other would make it more difficult in my opinion (since they are linked to each other, if you progress a bit in each, you would progress a lot in the global in my opinion)
- Think of your light source. To do that, one of the way is to think of what you want to push forward, to make stand out. So if it's the face, it's interesting to have a light that will push the volume of the face, so a 3/4 light from a bit above and in front of the character is a good way to do that for example.
- Work on your volumes. Thinking in 3D is what makes the shadows have a sense. If you can't figure where the shadows should be, my advice is to create a multiply layer and put hard strong shadows on it. You will see if you feel uncanny by looking at the shadows and be able to more easily change them to something that works better.
- Work on textures. You can make believe in texture with different techniques, I'll put the three I know the best. Example with fur: draw strands of fur and shade them while thinking of their volume, create shadows which use the basic shape of fur like triangle shapes, add little strokes of shadows/light after your flat color to create the texture.
Tutorial about shadowing with lots of muscles:
https://www.deviantart.com/jebriodo/art/Shading-Tutorial-Page-2-207781771 It covers the essential, except the occlusion shadows
Tutorial about occlusion shadows :
https://www.creativebloq.com/digital-art/occlusion-shadows-121518571
