You don't need a 24-piece set. You can learn 90% of shading with just a 2B, 4B, and a 6B pencil.
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Shading is a tactile skill. Print out the value scale templates and try to match the tones. learn pencil shading book pdf free download
Any "learn pencil shading book" worth its salt will start with the Value Scale. This is a chart ranging from the brightest white of the paper to the darkest black your pencil can produce. Most beginners stay in the "middle gray" zone, which makes their art look muddy. A good guide will teach you to: Use (hard) for light, crisp details. Use B-grade pencils (soft/black) for deep, rich shadows. You don't need a 24-piece set
Websites like Archive.org host vintage art instruction books that are now in the public domain. These books, though old, contain timeless fundamentals on light and shadow. Shading is a tactile skill