Time to light my alien. On the left, we have him under a single key light. On the right, I've turned on shadows.
Next I created a couple of warmer but not as intense fill lights around the key light to help augment it. Then I created some cooler lights on the opposite side to lighten up the dark side of his face.
Then I duplicated all the fill lights and lowered them to remove the shadows around his chin. This was too much light so I tweaked the intensity of different lights to get the final set up on the right. I also changed the material of his eyes to make them shiny.