Update 
I tweak the pose a bit and i notice that flygon arms were super short XD , i just did a rough paint on the drawing so give me some advice with this part since im not good with colors 
will put like sandstorm effects once i've done everything like how flygon would pop out of the sandstorm he created and use his moves 
Things depend on what kind of style your going for with the colors?
Do you want something painterly? Cel shaded? Something like a comic book where you can still see the lines or a semi realistic render?
These have somewhat different approaches but also kinda similar.
But some general things to keep in mind would be as follows.
1. Knowing your light source direction. Since this takes place outside, you can use a simple 3 point light setup.
Your Sun is coming from the top left.
Blue Sky light from above
Sandy light browns from the bottom right side
What you would do is apply these colors/lights to the parts of the forms that face each light.
(Hope that made sense)
I did a quick and very simple version of what I mean using basic shapes. 
When I say apply 1 light at a time, you can have separate layers per light as well. I like to use the overlay blend mode as well as soft light and hard light at times. You can play with others like lighten. Just use what looks cool.
You can use the basic shapes I laid out if you want.
Don't forget your shadow layer as well. Use a nice cool color like a purple, or some variation of a blue color and set that to multiply. Try using something that isn't to saturated. 
Something in this range.
Focus on the drawing first and get that looking good.
Then move on to your flats on anther layer
Shadows on multiply
Sky light, and Sun Light on overlay
Bounce light works nice on normal. Lightly press down with your pen.
Extra highlights layer and or rim light can be added after
The sand storm can come last probably
If your doing a Cel shaded look
Keep your line art and flats layer. What you'll want is a nice gradient for your colors
You'll keep your shadow layer and highlights layer as well.
Anyway I know this was super long. Sorry for that. Hope it helps though.
i guess i am still having trouble with the lighting part in the end and shadow... I changed its move to Dragon Breath instead of Dragon claw cause after watching the anime version of it, it's most use set is Dragon breath, and Dragon claw is more like glows on the nails >< also I notice i drew his arms too long so ya... I need help with the lighting part again I'm really not good at it when background is involved in the art..
It's really as Malcom said. Just take it slow and work each light source individually. I will say that seeing as it seems to be a very sunny scene, the shadow will probably fairly strong and defined. Actually, I think you should probably start with shadows like you did as I think it will help you show forms and it should make it easier to add the other light sources.
This was done very quickly, so it's likely not completely accurate, but it could look like something like this.
8 days later
I tried but it didn't work so I tried again but using Ambient occlusion which I was still not good at so this is what I got. Haven't completed him yet > < 
The bounce light should be a lot more subtle. With the top of the head really close to the top of the canvas, have it go through the canvas like I have. If not, you end up with this weird tangent. I think it'll be a lot easier to critique this without the colors and lighting. Just show off the AO and the line art only as well as the AO only so it'll be easier to see where you're making the mistake. You can do the same for the other parts of the character as long as things are on their own layers.
Also when it comes to the values of the background, you can make it a little darker to allow the character to pop more.
If anything, Marc has an old but still good tutorial on coloring.
here is the shadow and AO layer 
, Sorry I really don't know what to say or do at this point 
OK this makes things a bit easier. Lets tackle the AO. I didn't do the entire character but hopefully this gets the point across. 
Your goal in this step is to be able to see your drawing without the lineart being there. You should have a good idea of what the piece should look like with out the lines. After your finished, set that layer to multiply and add everything else in.
Now Shadows
Make your shadows darker the further away they are from your main light.
19 days later
Hi, Haven't been updating awhile cause was doing a commission for someone > < finally got the time to do this again 
. I am still a bit confuse with the AO thing so I removed the BG first and tested it out again so this time I removed the Grey gradient and followed Marc's AO Gradient layer. Don't know if I did it right or no but here's the result of it before touch up
I think this looks a lot better. Just keep practicing.
21 days later
Hi, took me a long time to finish this cause I been in a situation where I self doubted my skills. So ended up prioritizing on practices and forgot about the things I've drawn half way. This is how much I can do with the drawing. I'm quite weak in background art and Effects. Would like some advice on those . This is basically my finalize of Flygon. 
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