Hi Marjorie. If the lamp shade is fabric, you will want to remove the shade, spray it with water and then use a watered down paint (without latex - Annie Sloan, Milk Paint). Thin layers are best and do more if needed. Remember that if you don't get it even, it will show when the light is turned on so you may want to keep shining the light though it to make sure it looks how you'd like. Hope that helps.
This should help you https://www.hometalk.com/24046037/how-to-paint-a-lampshade
Any paint will work but you will want to either use Gesso - https://amzn.to/2OysTE7 - first as a sort of primer or add a fabric additive to the paint. If you're going to paint all over you might only need the the fabric additive.
A whole bunch of ideas
Hello, I recently spray-painted a paper type lampshade from a thrift store successfully. In my particular instance instance with this lampshade I sprayed with the taupe gray on the outside and white on the inside is for greater light reflection and it made a nice contrast. I favor and have sucess with the spray paint formulations that have both paint and primer, in particular the Rustoleum brand.