It will benefit you more if you read the pgf manual, especially if you have to draw more of these figures in the future. The manual gives detailed examples on how to use tikz to draw your LaTeX figures.
I assume that you have some knowledge of LaTeX. If you don't, then, on this site, you may start with What is the best book to start learning LaTeX?.
Let's start with some tikz basics and fit them with your question.
We will use your first figure in this demonstration. We can assign coordinates by using the \coordinate command. We can automate the assigning of coordinates but we shall not do that for the vertices of the polygon. We can type something like the following for the first three vertices:
\begin{tikzpicture}
% Specify the coordinates
\coordinate (A1) at (0,0);
\coordinate (A2) at (1.5,1);
\coordinate (A3) at (3,0);
\end{tikzpicture}
Notice that if you try to compile your document, no figure will appear. Don't worry, you have just assigned the coordinates but you have not done anything to tell tikz to draw your figure.
You can now draw a segment connecting (A1) to (A2) and (A2) to (A3) by writing \draw (A1) -- (A2); and \draw (A2)--(A3);. So you now have
\begin{tikzpicture}
% Specify the coordinates
\coordinate (A1) at (0,0);
\coordinate (A2) at (1.5,1);
\coordinate (A3) at (3,0);
\draw (A1) -- (A2);
\draw (A2)--(A3);
\end{tikzpicture}
or alternatively, you can write
\begin{tikzpicture}
% Specify the coordinates
\coordinate (A1) at (0,0);
\coordinate (A2) at (1.5,1);
\coordinate (A3) at (3,0);
\draw (A1) -- (A2)--(A3);
\end{tikzpicture}
and you get the following figure.

To draw the labels, you have to use the \node command with the proper positioning options like left, right, below, above, above left, above, right, below left, below right as in the following code.
\begin{tikzpicture}
% Specify the coordinates
\coordinate (A1) at (0,0);
\coordinate (A2) at (1.5,1);
\coordinate (A3) at (3,0);
\draw (A1) -- (A2);
\draw (A2) -- (A3);
\node [left] at (A1) {$A_1$};
\node [above] at (A2) {$A_2$};
\node [right] at (A3) {$A_3$};
\end{tikzpicture}
which gives you

Here is the polygon with labels.
\begin{tikzpicture}
% Specify the coordinates
\coordinate (A1) at (0,0);
\coordinate (A2) at (1.5,1);
\coordinate (A3) at (3,0);
\coordinate (A4) at (3,-1.5);
\coordinate (A5) at (1.5,-2.5);
\coordinate (An) at (0,-1.5);
\draw (An) -- (A1) -- (A2) -- (A3) -- (A4) -- (A5);
\draw [dashed] (A5) -- (An);
\node [left] at (A1) {$A_1$};
\node [above] at (A2) {$A_2$};
\node [right] at (A3) {$A_3$};
\node [right] at (A4) {$A_4$};
\node [below] at (A5) {$A_5$};
\node [left] at (An) {$A_n$};
\end{tikzpicture}

We can determine the intersection with
\path [name path = A2--A4,draw] (A2) -- (A4);
\path [name path = A1--A3,draw] (A1) -- (A3);
\coordinate [name intersections={of= A1--A3 and A2--A4,by=intersect-1}]; % the intersection is named *intersect-1*
To add the shading we write
\shade (A1) -- (intersect-1) -- (A4) -- cycle;
Putting it all together we have:
\begin{tikzpicture}
% Specify the coordinates
\coordinate (A1) at (0,0);
\coordinate (A2) at (1.5,1);
\coordinate (A3) at (3,0);
\coordinate (A4) at (3,-1.5);
\coordinate (A5) at (1.5,-2.5);
\coordinate (An) at (0,-1.5);
\draw (A1) -- (A4);
\draw (An) -- (A1) -- (A2) -- (A3) -- (A4) -- (A5);
\draw [dashed] (A5) -- (An);
\node [left] at (A1) {$A_1$};
\node [above] at (A2) {$A_2$};
\node [right] at (A3) {$A_3$};
\node [right] at (A4) {$A_4$};
\node [below] at (A5) {$A_5$};
\node [left] at (An) {$A_n$};
% determine the intersection and apply the shading
\path [name path = A2--A4,draw] (A2) -- (A4);
\path [name path = A1--A3,draw] (A1) -- (A3);
\coordinate [name intersections={of= A1--A3 and A2--A4,by=intersect-1}];
\shade (A1) -- (intersect-1) -- (A4) -- cycle;
\end{tikzpicture}

We can shorten the code by using \foreach and a technique for placing the nodes that I learned from Peter Grill. Note
\documentclass[tikz]{standalone}
\usetikzlibrary{calc,intersections}
\begin{document}
\begin{tikzpicture}
% Specify the coordinates
\coordinate (A1) at (0,0);
\coordinate (A2) at (1.5,1);
\coordinate (A3) at (3,0);
\coordinate (A4) at (3,-1.5);
\coordinate (A5) at (1.5,-2.5);
\coordinate (An) at (0,-1.5);
\coordinate (center) at ($(A1)!0.5!(A4)$);
% Draw the sides of the polygon
\draw (An) -- (A1) -- (A2) -- (A3) -- (A4) -- (A5);
\draw [dashed] (A5) -- (An);
% draw nodes
\foreach \x in {1,2,3,4,5,n}
\coordinate (AO\x) at ($(A\x)-(center)$); % defines the coordinates relative to the (center) coordinate.
\foreach \x in {1,2,3,4,5,n}
\node at ($(center)+1.15*(AO\x)$) {$A_{\x}$}; % You can tweak 1.5 into a value that suits you.
\path [name path = A2--A4,draw] (A2) -- (A4);
\path [name path = A1--A3,draw] (A1) -- (A3);
\coordinate [name intersections={of= A1--A3 and A2--A4,by=intersect-1}];
\shade (A1) -- (intersect-1) -- (A4) -- cycle;
\draw (A1) -- (A4);
\end{tikzpicture}
\end{document}

\coordinate (A1) at (<x>,<y>);. 2. Label the nodes:\node at (A1) {$A_1$};. 3. Draw the lines:\draw (A1) -- (A2), etc. all within a\begin{tikzpicture}...\end{tikzpicture}. The only part left that does require work is the shading and you can use theintersectionslibrary to help with that. – Peter Grill Oct 17 '12 at 16:38\foreachloop to allow you to have one reusable diagram where you can just specify the number of vertices you want and the rest gets computed automatically. But first you need to do the manual diagram to be able to get started. – Peter Grill Oct 17 '12 at 16:39pgfmanual. In your terminal writetexdoc pgf. Of particular interest maybe section2.16– hpesoj626 Oct 18 '12 at 1:17