Place a new, clean and sterilized needle in the tattoo gun and check the settings; if the armature bar and front spring aren't set to expose a 4 mm gap, manually adjust the pin (or wheel, depending on the brand and age of your particular setup) to open up to the needed gap space between the two components.
Adjust the armature bar downward to a 30 degree angle and readjust the bar and spring gap to about 2 mm. This locks the arm in place and keeps it from springing out of position, which will ruin the shading effect and quite possibly aggravate the person you're inking. To check your gun and ensure the proper gap space, slide a dime vertically down into the gap: if it doesn't fit, the gap's too small; if there's wiggle room, the gap's too large.
Prepare the skin area if you haven't already. Provided you've already inked the outline of the piece, hold the skin taught by pressing upward and into the skin. This will keep the skin from shifting while you shade, which may cause you to shade too much and ruin the overall shading effect.
Make light, small touch passes with the gun over an area no larger than 1 inch. Be sure to keep your holding fingers out of the way or you'll risk smearing the ink, which, unlike borders and outlines, lie just underneath the dermal layer of skin. Work inch-by-inch over the area to be shaded until its fully shaded.