Howdy! I'm give the process when I draw the work.
For this work, I drew it and save the process to you. I hope it is help you more or less.

1. Sketch. - Yap, sketch is the first step to draw everything.

2. Line - I add the line for this work and sometimes you can add detail more than you sketch it.

3. Base color - I add base color first before add Shadow/Light. the base color is important to choose the color. If you choose not match color to color, the work may be not good.

4. Do the background first - Before you render the character, I must do the bachground first because it is help you to add light/shadow from environment.

5. Guild the Shadow and Light - I'll show you how to color guild in the future.

6. Render - I remove the light and render it to more smooth and more detail.

7. Add more shadow/light's detail - I used soft light / multiply or anything to add light and shadow from the background and add rim light too!

8. Filter - I add more shape and blue somewhere to done the work.
Finished!! XD I hope you like the process that I show you.
- Primodrago