Hi there,
I’m also pretty new to AE, and might not be the best source of information, however I am getting better at green screen keying. I was running into the same problem with shadows and as Kevin said it’s mostly lighting. I think we might be using the same “green screen”. I found that shooting outside in daylight has given me great results with my DV cam. You can get a good key with DV cams, I do. As far as tutorials go, I would highly recommend videocopilot.net that’s where I got started. I try to screen record some of my attempts as a source of reference, in case I get stuck, I can send you a copy of my green screen “tutorial” if you like.
OldNoob