Use the ellipse tool to create large ellipses of various shades – dark blue, light blue, etc., each on a different layer. Then change the blending mode / opacity of each to get the look you want. Using the ellipse tool is quick, easy and ensures the curves you’re making are perfect. The pen tool is good too, but I prefer using the ellipse tool for something like this.
https://www.youtube.com/graphicsdump
https://www.myr3d.com