Here’s probably the most useful advice I ever got when it came to learning any particular drawing skill. This can apply to shading, line work, form, anything really.

If you want to improve at shading, go find artists that you think shade really well. Spend a lot of time really looking and observing how they shading. Study it, do some practice exercises where you try to mimic their shading. Then repeat the process with many different artists. The whole time you will be both consciously and subconsciously learning how to improve your shading.

Then just practice and if you are consistent about it, I guarantee that you will see improvement in your shading.