If you're outside of pony, you'll have to deal with it, because that's what I draw, and I lack skills or examples about humans, but everything in here applies to anything you want to draw. This is just a glimpse of what's out there, but should get you started good enough. Feel free to share any doubts / tips in the comments.
First of all, you have to want it. Find something that you could draw day and night, and stick with it. Now listen, everyone sucks. I sucked, and I knew it, but that was only pushing me forward, because I knew I could do better than 6yo's drawing. And you know what? I still suck. There, I said it, I suck. Yes, I can appreciate the fact I'm good and sometimes I even surprise myself, but that doesn't mean I'll stop trying to improve. I came that far, so why should I stop? It still is 'just a hobby', but I might just as well enjoy the crap out of it. Nothing is more satisfying, then doing something few months / years ago you wouldn't even dream of.
You suck, and you will suck for quite a while. What you'll do with it, is up to you. "First step to improvement is wanting to improve."
Benchmarks and research*
Focus on improving one thing at a time. I'm mentioning this now, because it applies to everything below. Forget about color, if your sketches look terrible.
Trouble with measuring proportions? Ask google: "how artists measure proportions?". It really is easy like that.
How to get your lineart smoother? How does light work? What the F is backlight? Google is love, Google is life.
Copy. A lot. And I mean A LOT. Nobody cares if you doodle atrocities in your notebooks. Even if you publish it, artist would be more like: "ohh, that's cute xD" rather than "how dare you not even ask". (At least I know I would be.) If you have trouble copying, just trace. Break things down into basics (you can even trace them off) and then finish off with picture on the side.
How you do this, is up to you. Most people use
Don't worry about lines, instead worry about shapes, sizes and relations. This should teach you seeing proportions and angles, and drawing them as you see them. "It's a pony, not a giraffe."
With enough time, you'll develop your own guides. Nowadays, I don't even know what I'm doing while constructing.
Crafting your style
Hoard artworks. Define what makes you love that one picture and implement it in your style. I always loved giant ears, huge manes, tiny muzzles and cutsy head:body proportions. I did that. I always loved KP's style of painting. And I did that too. (but painting later) With wings, I came up on my own.
Whenever you make something bigger, something else has to be smaller. You want thin horse-like hooves, make chest bigger and neck longer, just like real horse. Compare Celestia and Rainbow Dash. You want super-hnnng-cute, puff up the head at the cost of everything else (chibi). That's science of human evolution: we are supposed to care about babies (which have big heads compared to bodies), so we percieve them as cute and fragile.
Look at your sketches and find things you dislike. Experiment, come up with something to replace it. Learning means accepting the risk of failure. Make mistakes and learn from them.
Here we go. There are 2 schools of painting: value painting vs. using blend modes.
Value painting is usually harder. It's when you lay down basics and hand pick colors for pretty much everything. You want shadow? You pick the color you think should be the shadow, paint it in with some opacity, and then eyedrop middletones. At least I think so, I can't do that.
Blend modes are different story. You lay down basics, you get that 'multiply' or whatever shadowy layer you find useful, and you can just paint everything with one color. About layer modes in tips and tricks below.
Okay, shadows, light, but what where. Look at other artists. This requires 3 dimensional imagination. You choose where you want to place your light source, and everything that isn't illuminated is in shadow. (Eureka!) Pay attention which surfaces are round, these will have gradient. Think how far away is the object a shadow is cast on, with distance shadows get blurry. Keep in mind that light travels in a line. (Eureka! x2) Don't worry I still struggle with these sometimes.
What is backlight? It's just another source of light, which breaks shadowed areas. It's commonly used in cinematography, photography and of course in art. It helps to define the shape even better.
Tips and tricks
Hand and line practice:
Draw two points and connect them with one movement.
Draw multiple parallel lines in quick succession.
Draw circle with one movement.
Draw 3 non collinear points and connect them with a curve.
Master your tools. If you know what you can do, you'll save up plenty of time and look like a demigod. Bob Ross is one of these people. (Look it up.)
Watch other artist's creation process. Gathering various skills will make it easier to pick ones that work best for you.
Layer blending modes:
(get familiar with HSV color palette: value: black -> white, saturation: grey (white / black) -> color)
Darkening (Multiply, Darken, Shadow, whatever) - Higher value, means softer shadow. Saturation adds a touch of color. On HSV square / triangle, you want to stick to white corner.
Lightening (Screen, Soft Light, Lighting, whatever) - Higher value, makes light more aggressive. You want to stick to black corner. Saturation does the same.
Overlay - Useful to portray semi-transparent objects, e.G. colored glasses.
Be careful with your blacks and whites, you want to leave some edge for light and shadow.
Eye candy. People love eye candy. Even knowing about it won't make you safe from it. The more there is to look at, the better the artwork.
Not really, there's a lot of things I didn't mention here, but knowing that much will make it easier to know what to look for later. (whatever that means)