The technique that many love and may dread! The good news is, if you are stitching with wool it is a lot easier than with stranded cotton.
Take a deep breath, and relax. You can do this! For some it will come naturally, and for others, you will need to think more about your shading.
There are a lot of methods and techniques for learning this technique. Try a few, combine a few. Do whatever works to get a result you are happy with!