My advice is draw from life a lot, use multiple references for each aspect of a drawing, to shade, use a hard edged brush with flow and opacity turned down, (don't know the SAI equivalent to flow) I personally use flow between 10-35% and opacity around 35-40%, and lastly, never shade with black. That will come with observing life, eventually.
The technique I learned, and use for shading this way, is to lay out rough shading over a solid color base with a hard edged brush with low flow, then turn the flow and opacity down, color pick one color, and lightly go over the border between that color and a darker/lighter color, then color pick in between the two, and go over the transition between the lighter color and middle color, and the darker color and middle color. You can achieve nice gradients like this, but it maintains a painterly feel. The biggest problem I have with airbrushing is how fake it looks, it's just way too smooth and plastic-y. This technique won't be as effective without a pressure sensitive tablet though. Tablets are really wonderful for painting, you can get an entire base shadow block perfectly laid down in one stroke with a tablet, due to the ability to make pressure modulate the brush size, flow, opacity, etc.
I don't think it's necessarily required to learn with pencil and paper, but I did too, so idk, your call.
