The edit looks pillowshaded to me too.
Shading is really really hard unless you have some sort of construction going on, so i did you a picture with construction using the simplest thing there is. A sphere
Here i pretty much shaded a sphere over and over again around the alien. I got lazy and didn't finish the body, but you get the idea.
There's a warm direct light coming from where the alien is looking and there's blue ambient light.
Try it out by drawing a few spheres and cubes. Once you get those down, start making cubes with smooth corners, eggs instead of spheres, cube half blended into a sphere and so forth. When you can do that with confidence, you can start combining them into pretty much anything!