How do apply your eyeshadow?

I just found my Urban Decay naked pallet kit that I had bought a while ago and I never really touched it but now I'm kind of wanting to try it, so I'm just wondering how do I apply it? Like I notice there are different shades you use each time you put eye shadow on... Like steps? Even with just a normal shadow brush. Like I don't want it to look too dramatic and I wanted to blend the colors right.