In this tutorial I'm going to practice in creating some cool illustrations with cool effects.

So begin by creating your work document.



Now make a mere selection using ? the Selection Tool (M).



Drag the selection:



Use feather command ? the definition is about 25 pixels:



We will get this:



Now just fill the selected area with simple black color.



And further on with such gradient ? do it several times.



The mode is Overlay ? Opacity about 50%-60%.