Frisk

Aww so cute! ^^ (Note to self: Should play Undertale again)

I think you shaded the hair pretty good! The clothes could use a little more shading so they match the hair better. As to where to shade it's best to pick a light source, even if it isn't visible in the picture. There are plenty of tutorials with examples of different light settings on Google and DA. I also have an art book that shows how the light source effects the shading. If I find it, I can scan the respective page and upload it for you^^ Oh and it's best to start with the parts that only need light shading and then darken the parts that need more. I'm not an expert on pencil shading myself as I prefer to use colours but that's what I learned during art class when we weren't allowed to use colours.

I also find hands the hardest to draw. They're usually the last thing I draw cause they're such a pain :/ I like that you used different lenghts for the fingers, that's something I see many artists do wrong so good job!  The thumbs need to be thicker though. Also, try to create a clear transition from the arm into the hand. Let the arm become thinner towards the hand and try to draw a visible palm. References can help too! Again, you can search Google and DA, there are references for almost every hand gesture! For the gestures you've drawn here, it could also look better if you put a little space between the fingers, like I did with Naruto's left hand here: fav.me/d9cm8nb

I hope my tips help ^^