Blend until your hand falls off. That's the only tip I can give you...I spend most of my makeup time blending my makeup constantly together. There should be NO harsh lines and you shouldn't see where the makeup starts and ends.
For eyeshadow, you have start with a color that is almost two shades darker than your skin color put that all over your lid and crease. Then use a darker shade i.e. like a chocolate brown and place that on your crease to give it some contour. Start with two shades and you'll be amazed at how it looks.
Once you master that, then you can start experimenting i.e. smoky eye etch.
Again - BLEND!

Hugs,
April