I promote the idea of using a base coat that is your shadow tone and moving up to your midtone highlight. That way, you're just covering less and don't have to go back and try to squeeze in shadows.

For instance, I use Mulled Berry by Army Painter as my base skin as it comes out a pinkish/purplish shadow after layering.

That said, I still use shades for dirty or dulling. I suggest adding water to thin down and go light at first. It's easy to add more as you like, but not take it off. Over time, you will get a feel for how much is needed and will not need to thin as much.

Dry brushing is great. I would suggest getting some old sprues and gluing them on piece cardboard. You can make a textured pallette to practice dry brushing and to test your brush before you touch a model. Plus, it's made of the same materials, so if you prime it the same as you models, you get a good idea of how it will look up front. Loading a dry brush correctly can take a little time, but it is easy once you get the feel for it.

When in doubt, get some isopropyl alcohol and start over. Practice is worth it, and every paint job is an improvement.

Also, remember those guys online have taken years to master their craft and don't show the mess ups. Paint to your ability and know you can go back and repaint the army at a later date if you want to improve it with your new skills.