adventure games don't particularly have any set style when it comes to artwork as they come in a variety of styles whether 2D, 2.5D or 3D or whether artwork is pixelart, vector, traditionally/digitally hand painted, made out of paper or clay or even playdough http://vector.tutsplus.com/
is a good start for various digital drawing tutorials which even include a few game character design & animation tutorials.
I'd recommend instead that you research various adventure games old & new from the Lucas/Sierra/Delphine days to present day adventure games.
current popular choice over past couple of years seems to be vector art & some kind of oil painting look... other than that pixelart seems to have sneaked back into the mix somehow
& can't forget about 3D; although personally I think of it as a sin when used in third person point & click games rather than in an FPS shooter where it belongs - but hey that's just my opinion & each to their own.