Well, go ahead and try it.
Don't worry about making it perfect - shading and shadows takes practice and is one of the harder things to do when painting figures. Many people have a hard time with this. I know that's not exactly words of encouragement, but I guess what I'm trying to say is enjoy trying something new and don't stress yourself out by trying to achieve perfection.
You might look for some cheap plastic miniatures or stuff that's on clearance for something to practice with first. Try different techniques and see what works for you. I think once you actually start painting a few, you'll see that it's not as intimidating as you may think - it might actually be fun.
Also, in regards to what you can use for putting figures together, I've been using both Insta-Cure and Maxi-Cure. I love the stuff and it works great!! Most of the places around where I am carry this stuff. It's usually labeled with the name of the store, but otherwise the color and product name is always the same.
For more information, check out their site. There's a lot of good information about their products at their website.
(Cyanoacrylates) Insta-Cure & Maxi-Cure from Bob Smith Industries