Step 2 - Basic shadows
Next I took one of the copies of the character layers, went to the menu and clicked on Image > Adjustment > Hue and Saturation. I decided where the key light was going to be and, knowing that, I started to erase the parts that would be in shadow (Fig.04).
By this point I had the color layer with the shadows erased, the darker color layer and another copy - so three layers in total.
Step 3 - The highlights
I collapsed the darker layer with the one on which I'd erased the shadows, leaving me with two layers - one with shadows and one just with colors. I kept the one with just the colors behind and went to Image > Adjustments > Hue and Saturation and put some lightness in the image. Next, on the layer with the shadows, I erased the parts where the specular, or lighter parts, were going to be (Fig.05).
The last thing to do was merge the shadow layer and the color layer together, giving me a character with shadows, lights and background.
Adding detail is my favorite part! I like using a technique called "trama" (I'm not sure if the name in English) where I render the image using little lines, instead of just brushing and making it perfect and soft. I like images when they look shabby and with textures. For the soft parts I use the Smudge tool (Fig.06 - 07).