Hi there, I saw your post in the forums... so I got here to take a look at your artworks...
For this one... okay, one simple tip to make your shadows better: Don't shade using grey... UNLESS your entire artwork is a grey monochrome.
2) For the hair... the way you tried to shade her hair... clashes with the overall art style. The overall art style is simplistic... so you must also shade in a simplistic way: Cel Shading.
3) Make the colors and lining of the background duller... that's why it's called background: it doesn't stand out! The focus is your character but she doesn't really stand out because of those bright strong blue background.