Trail and error, Art teacher giving me tips, and three different brush tools
It took me a lot of practice to move away from flat coloring and effectively using light and shade to show off where the light source was coming from. My Art teacher helped in me with my assignments by telling me how light works because she notice how I had a hard line between the light and shade in some of my artwork; she told me that "light does not stop," and "...shadows wrap around the subject." I kept those in mind and changed it up.
The three tools I use are: Airbrush, Blur, and Smudge tool (lower opacity). I use the Airbrush tool to put to shade in different levels and apply it by using the hatching technique; that way the area the light is stretching too and slowly fades show separation while the areas where it doesn't reach are darker. I use the Blur tool to make the separations in the shade look much softer and blend in with the skin tone (person) or object better. I sometimes use the Smudge tool to deal with: missed areas, areas that didn't blend well, etc.,; but I have it on a lower opacity because, as the name implies, it muddles things quite a bit when on high opacity. I incorporated it after finding a video that said that it was better then the blur tool,; I didn't watch it, but I figured out what it meant. So instead of replacing the Blur tool, I used it in combination with the Smudge tool.
Oooo, also color palettes. I pay attention to the lighting and environment to pick out the color pallets needed to help with light and shade as well.