First, ok-to-good question. Definitely not a bad question. To
answer it, you just have to know what a shader is and why you
need one. A shader is exactly what it sounds like - it "shades"
vertices and pixels different colors. "Shading" isn't just
"making it darker" (as the technical artistic term means I
believe), it's application of textures, lighting, and everything
else that gives a vertex it's final color. "Shading" often makes
the most sense if you think about some light source. You can't
really have toon shading without a light source. You have to
have light (and an angle to the light) to know how to shade an
object in that light. And that's the job of the shader. So, now
you have a vertex/pixel shader that will do toon shading in
Blender. Great. Why do you need to know HLSL if you can make a
toon shader in Blender? If Blender exports HLSL code that you
can plug into XNA, then you don't need to write the HLSL
yourself. You are correct. You wouldn't need to hear about, see,
or touch HLSL code if Blender