Depth is any visual cue that tells your brain something is in front of another. Stereopsis is the one that "3D" movies use, but a much more important cue is simply occlusion (i.e. one object partly obscures another, therefore it is in front of it), and other things like light, shadows, and other tonal quality give you "depth" which is what you can use textures and other 2D for. Maybe that's not what anyone was talking about, but learning and using "2D" is I think very important for understanding 3D and art in general.
Yeah but I cannot understand lighting / shadowing in 2D, that's why I'm saying I probably should give up on that since I seem to just not understand how to shadow the characters I draw.