You definitely have a good start with your shading, and the colors you're picking are helping you keep that bright, colorful pallet which is a good thing! Lots of promise here and a very cute design too.
I would say focus more on where shadows should fall, and why. Most pieces tend to do well when considering a light source and what direction it's coming from, and more than anything shading should help push the shapes of your characters and objects forward, rather than just be something you "need" to do because it's what you see in pictures. Even unrealistic shading can work as long as it serves a purpose.
For example, in this picture, instead of putting shading along both shoulders, instead try putting it lower on the shoulder where the rolled up sleeve meets the shoulder. This is often a place where the fabric bunches together, causing it to catch light and cast a shadow.
An example of where you're shading correctly would be the shading on the folds of the dress. Nice job!
As for what to use to shade, airbrush, watercolor, or plain brush all work fine, it depends on how harsh or how dim you want your light to be and is a style choice more than anything. (Harsh light = plain brush, harder edges, soft light = airbrush, softer edges, hope that makes sense!)
I hope this helps! Good luck and keep drawing-- this stuff will start to come more naturally the more you do it! Don't be afraid to look up some references just to get a good idea about shadows as well! You got this!
