Shading's one of those art bitches that seem really simple and theory but are a pain in the ass to pull off in real life. Basically, you've got a light source, and if that light source hits anything it's going to light that thing up. That's like, all you need to know. There's some other shit involving surface properties and secondary light sources and atmospheric sorcery that will become relevant if you ever want your shading to be ultra realistic, but they're not really essential for most purposes, especially if you're a beginner.
Probably the best way to learn how shading works is just to look at stuff and try to figure out why the highlights and shadows look the way they look, then reproduce them. In art classes they usually make you start with some boring-ass simple shapes because a) they're simple and b) more complex shapes are basically just a bunch of simple shapes stuck together.
Observation is also key, imo, when it comes to achieving the sort of quasi-thematic realism that Metalocaplypse and TF2 are sporting. One of the shitty things about trying to learn art is that everybody's trying to teach you how to draw these idealised figures where there's basically one shape for men and two shape for women (big tits and little tits) and they're all hot. That's a pretty decent starting place if you're just trying to learn basic anatomy (ie; how long should a forearm be) but when you get to the point where you want your characters to not look like they came out of a cookie-cutter, you pretty much only have the choice of teaching yourself.
Right now you're still at the part where you should probably still be focusing mainly on getting your heads the right size for your body before you start complicating things with differently-shaped bodies. But that doesn't mean you can't be making observations and building up a collection of reference images for fatasses and skinnyasses and oldasses and prepubescentasses and asses with both legs blown off and asses on steroids, looking at them, saving them, drawing them. Once you have a good foundation in generic human anatomy you can start learning to make comparisons between the 'ideal' body and bodies that people actually fucking have. We're all basically the same shape underneath, so once you've got the basics down, learning how to draw all the millions of other human figures is really just a matter of switching around some fat and skin.
The rest of it, I guess, is just identifying what you want (you just did that!) and then not being a pussy about it. You like neon colours? Next dude you draw better have some lime green skin. If you're feeling really cocky, go ahead and open up a Jhonen Vasquez illustration and steal the shit out of his colours. Like don't even 'emulate' them, just go in with a colour picker and annex that exact shade of hot pink for your kingdom. Some goes for bold lines, and if you like cross-hatching then I don't want to see another smooth-shaded drawing for at least a month. The cool thing about drawings is that you'll probably make another one tomorrow anyway, so if it ends up being off or too much and looking weird, you can make adjustments for the next piece. You make faster progress when you go big and then scale back, rather than going small and only progressing an inch at a time, you can't improve shit that you never drew in the first place.