I wouldn't know, but I believe you.
*huggles Paint Shop Pro 8*
Okay, here is the shading segment of the tutorial. The amount and style of shading is totally up to the maker. If you need inspiration as to where the shadows go and the light areas go, take one of your plastic ponies and hold it near a light for ideas.
It can be a simple or as complicated as you feel comfortable with. More complex might be more visually appealing (or at least I think so), but it's also more time consuming.
That's a very key phrase with pixel adoptables - time consuming.
That basically covers how to make a pixel adoptable. If you like layers, you can make squiggly lines over the pony's feet and have a "boy pony" layer. I have the ribbon on a separate layer and I can take it off if I wanted to make a boy pony.
Good luck with all your adoptable making. If you are dying for more tips and instructions, you could probably find a million tutorials in places like DeviantArt. The sky's the limit.