I can't get the shading under the hair correct, though.
It just doesn't seem right to me.
the question to ask is, where is the sun/source of light? it's obviously on the left side somewhere.
based on the shadows, it looks like it is roughly a diagonal angle somewhere on the -y,x axis. possibly more closer to the x line than -y line, since there is small shadows (that's what the face indicates) but the problem with that is her back is completely shaded (which indicates it's closer to y).
one idea is to try and think of the object as 3D (know where the curves/edges/round parts of the body begin), know where your source of light is, where it is touching the object, and then shadow accordingly.
here's an example, let's say the light source is on her direct left.

with shadows, i've indicated a few things about her shape. her hair (her left-side) is overlapping her face a bit as well as parts of her lower body through the overcasting shadow. her nose, and eye, both have a shadow which gives you an idea of where they round from the shadow. also, her backside has very little shadow, this means the tail isn't in front, but in the very back of the drawing altogether. her ear also draws a shadow, since the light source is on the direct left, so the shadow falls on her head and a bit of her hair. little details like that can give it more depth, though I'm not saying I did it experting-ly, haha.
(also, i left in the black outline of her eye to mess with zookuw)