Not an expert, but here is how I would approach it. Basically you've got one shape here to create, then shade copy and flip copy around. If you are trying to replicate this, I would suggest importing this image and keep it on a seperate layer for reference. Than create the shape with your pen tool. Or pencil and smooth it. Than I would make the gradient behind the shape. Not being super proficient, I either:
A) make a bunch of blocks with the shades where I want them in the gradient (make sure there is no stroke), select all the blocks, object>blend, put behind shape, add the shape to your selection and object>clipping mask>make.
or B) do the blocks as above but after blending make a swatch out of it and fill in your shape. Less control this way.
Then flip and fit together! I would keep your stroke mild on the shapes too.
I really recommend abobe classroom in a book BTW - it is awesome!