Linda's answer is quite good!!! I am a retired makeup artist so obviously your question interests me!!
Her pointers are good...just remember, that when you are thru, you should see your eyes and not the eyeshadow - by that I mean, NO HARSH LINES....everything should be blended, blended, blended!!
If you tell me what you skintone is, I can advise you further.....by that I mean, is your skin warm, with yellow/gold undertones, or cool, with blue/pink undertones? that would determine the other shades of eyeshadow, etc. you could wear.
Please let me know and I can advise you further..........