I made this on ibispaint, but this goes for Procreate as well
First I start with two layers. A circle will be the object I'm shadong, and there's the background. Preferably a dark color
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I go to the layers and make a new one. I either make it a clipping mask or select the layer and put it on hard light or multiply. Preferably hard light.
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I fill that layer with a dark coloured of my choice. I usually use the background color if it's a flat color.
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I then pick a brush to shade with. Depending on your style, it could be a brush with defined edges or an air brush. I use both.
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I select a lighter color for highlights
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Like this!
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I almost never do this but i can also select a darker color for shadows. Reason I don't do this is because I already use extremely dark colors
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You can blur it with a brush (or use the smudge tool, Procreate users) to soften it
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Yeah that's about it lol
Just try to think of the overall thing as a 3d shape. Where is your light source? Where would the light bounce off of, and where would there be shadows?