I think understanding how colors blend together (and how readily they’ll blend into each other or what they’ll blend and create) is a starting point. The next step is learning about what kind of colors you like to wear. I think just about anything can go together, but it’s often in the eye of the beholder on whether it “works.” There’s a lot of trial and error that goes into that!
I usually think about moving light to dark on the lid with more shimmery shades, using deepest matte shades in the crease or outer corner, and then building the combo up from there based on what else is needed to bring it together. Most of the time, I am starting from a particular palette or set of shades based on what I need to test!