I made the left figure with the pen tool, it's supposed to be a sort of grass leave. What I want is something that looks like the shape in the right side, I got the fold coarsely, simply adding a second path with the tool. There must be a better way.
I think you are doing things the normal way.
Presumably you used Pathfinder Unite to join the second path and the front side of the blade.
Brushes certainly do allow gradation but you must fully expand everything and remove clipping masks before making the brush.
I think though that the result of such a brush may not meet your expectations.
Based upon a different interpretation of the intent, namely (like) a thin leaf that bends away so that the tip part is partly hidden by the root part, and presuming that you have a closed path, you may:
1) Cut each path at the very top (maybe after placing an Anchor Point there in the first place);
2) Close both the foreground path and the background path, and move the latter beneath the former if needed.
You don't need to union the two paths on the right. It's quite normal for an illustration to consist of dozens and dozens of partially-overlapping paths.
For example, one would typically apply a grad fill to the "underside" piece (the small path) of the leaf so as to suggest dimensional shading and look more convincingly like a fold.
Just because it's a drawing of a single leaf, doesn't mean it has to be one path. If you just need to be able to move the leaf around as a unit, that's what grouping is for.
You don't need to union the two paths on the right.
Quite true, unless/until you (may) decide to switch to have the tip part in front.
For my maybe far too old (fashioned) part, I (still) prefer things neat and clean rather than quick and easy.