Saw your post on the Reddit group. Anyways, for ways to improve your shading:

the cloud looks really smooooothhhh. If you look at real clouds, they are kind of smooth, but they have sooooo many more layers than just the one. They also have texture to them. If you use Paint Tool SAI, a close equivalent, although it takes a lot of work, is the Static one under brush options.



As for the pony, in kind of getting... I guess confused as to where the light is coming from. For most of the picture, it seems a more top frontish downward glare, but some places say it's more of a sideways way? Remember, if you add small details like chest floof, it helps to add shading to even that! Oh want to keep things consistent. An example of a more sideways light source is the right front hoof and her hair/mane.



Now, you did a good job on keeping it mostly consistent, and you're in a good starting place for manes. If you'd like to go more towards realism, you could try mixing soft shading and cell. If you look around, there's some harsh shadows, but also soft combined with them.



Just another thing I'd like to add is the hair needs more shading. It's great to keep it consistent; however, the way you shaded it is just the same as the body, thus making it not look like hair and keeping the picture rather... I guess you could say bland. If you look at real manes/hair, it has almost clumps that stick together and in a way look different as they stand in the light. Also, don't be afraid to try out textures! They are your friend and add a lot of visual interest to a piece.