I am trying to understand a different style of shading, any advices?

Very good head for a demonic style
Just need some more shading between darker and white areas
7/10

I will try to fix that.

EDIT: Done:

alot better but next time switch the thing wat u use to shadowin'

I think youre using burn tool dont you?
It looks very nice but dont use it too much when you use it try make lines softer by blur or smudge tool

Please, NEVER mirror shading. Ever. It looks very bad and unrealistic.

Also, the shading looks sloppy on the head, I'm assuming you're gonna fix it? ;)

The non shaded one was alot better, i think you're using the wrong brush.
7/10 for the non shaded one. 5/10 for the shaded one, fix that please.

Here's the thing.
New aspiring artists think they have a wicked new way of shading and etc. The thing about shading is that it should be as realistic as possible(as close as possible to the way shadows and highlights bounce, reflect and the works in real life).

Check out shading values, do a little research and find some tutorials on shading properly. I gaurantee your work will become infinitely better.

Oh, and one more thing. You really want to smooth out your shadows and the transitions into your highlights and main colours.
Use the burn tool to do this, then highlight with the airbrush.
Although if youre going to use the airbrush tool to shade as youve done here, select a softer brush.