Ah, the shadow is a good point. Luckily Photoshop. Updated! Thanks!
The lines are my personal preference, mostly from how I draw the skeletons. It's also easier in linework layers.
The thickness is also my style/the show's style. It makes them look flat, yes, but I prefer it to no lines. I've tried that before. Failed terribly.
Actually, I don't use a tablet. I have one. But never actually used it effectively enough for me to use it for all my drawings. So I rarely use it.
I would suggest trying to draw it on paper first. I was quite lucky knowing how to draw horses before ponies became an internet thing. So if you slighly edit the skeleton for them, you pretty much have a pony. And I'm sure there are tutorials somewhere.