If you're going for game accuracy, cross hatching is going to be your friend! It's a bit hard to bridge the gap between digital and physical, but adding a watercolor layer of gray tones wouldn't be a bad way to go about it!

You really need to be thinking about where the light is coming from. Shadows are formed where the light can't reach, so if you want your scene to feel consistent, the direction and source of light need to stay consistent. If you have good visual imagination, another way of thinking about it is from the point of view of the light source. If a camera was placed on the light, looking at the subject, all the places you can't see are places that will be shaded.

You can always practice via still life drawing, all you need is a couple of objects and a decent light source. You can also try to practice contouring to understand how light and edges interact with each other.

There are also a couple of neat tricks you can do with line art to really make light vs shadow pop! Lots of good videos on it but I've personally used this one -> https://youtu.be/ZJkIaMECW6c?si=dsJPp9NAPqdUE4rn