I suggest starting with visualizing a light source somewhere on your pictures. The sides of your characters closest to the light source and not shaded (and are perhaps a bit lighter than the base color) while the opposite sides, the sides furthest from the light source, are shaded.

It's easiest to shade body portions that run perpendicular to the light source. (ie: If the light source is shining down, it's easy to shade an arm that's straight left to right. The top of the arm would be shined upon, and the bottom would be shaded.) Slanted parts require shading in much the same way, but the showing would taper thinner or thicker with the slant.

All in all, it just requires trial and error until the shadowed/lightened parts look harmonous. Experiment.