Neat, though I have on thing to say.
read through it, liked the advice, reread it, still liked the advice, started to reread it again, noticed something.
"Cell shading"
...
damnit all, I hate noticing mistakes like that.
(for the uninformed, the correct term would be CEL shading, origination from the celluloid paper used in traditional 2D animation.)

On top of what Shook said, you're not really being particularly adventurous with your shading. Move away from those outlines a little!
What it takes some people a while to get used to is that shading exists to convey what shape your object is, not simply to give it depth. Shading around the edges is a start but it is merely the beginning of your wonderful relationship with shadows.
Shook demonstrated what I am about to explain on his own doodle... but then went back to what I'd sort of call doing it "wrong" (in a way) on his one that was meant to look like yours! Grr.

Let's take that pointy tail as an example.


There's a rough approximation of how it's shaded right now. Let's not repeat ourselves about light direction and colour choice, but I think you can shade this a lot better.
Usually if your light and shadow are sticking exclusively to something's edges you are doing something wrong. One of the two should move out to "meet" the other, in a sort of smaller version of the original object. This is sort of hard to explain with words so fortunately I don't have to.


In a redrawn version (keeping the slightly confused light sources because that frankly makes it a little easier for me to draw and I don't want to spend too much time on this )
The ultimate goal of shading (and a good thing to keep in mind while doing it) is to make sure that every part of the picture is clearly visible and defined... even with the outlines removed. It's pretty easy to fall back on outlines as doing bits of the shading work for you which doesn't usually end up being a good idea when you are trying to learn shading, frankly it's not really a good idea on anything that's meant to be shaded!
See how the highlights are more like shapes located within larger shapes rather than lines clustered around the edges of the shape? That's really what you should be aiming for.

I feel like I've done a pretty poor job of putting this into words so hopefully the pictures speak for themselves. As Shook said, just holding objects near a lamp will also help you with this. You'll very quickly notice that the light fills a much greater portion than what you're currently working with!

Interesting advice Metal Chao, and yes the pictures help a lot there.

I'll have to put some of this to work next time I come up with something to draw.

Whoopsie, i knew it was a good idea to put that disclaimer into the post. :U
It was a quick and lazy doodle though, mostly to demonstrate coherence of light. I shaded it like a continuous cylinder, which I GUESS isn't entirely correct for a segmented worm. Good thing you're around to correct me then!

Edit: now look at what you made me do chao


LOOK

Under the great (and unbeknownst to him) tutelage of Comrade Shook.
also working on trying to be funny...

Hmm, the mouth is a bit disproportionate to the eyes, and you may want to work on head form a bit, maybe look at some reference images of the stickman skull. [/♥♥♥♥]

Terrible stick anatomy, get back to studying.

I didn't even know tutelage was a word. :U

also unrelated doodle because empty space


i neb moar practice

Eyebrows are dangerous weapons.

What? They are. :U

i need to update that guide because i have picked up more stickman tricks

most notably have i discovered that whole eyes look good if you just make the pupils larger than a single pixel

even smaller text

OH UHM ART
wait ♥♥♥♥ this ain't art

I am trying to into funny butI think I missed it

Is that a cardboard box chair?

Ok, so following the advice I got a while back I decided to do 5-tone(including base color) cel shading on the sandworm just to practice.

Here is what I got so far(only the head as of now)

Five minutes. Gimp 2.8 removed all of my old brushes, but I like these ones too.