In drawing, you always need to consider your light source. A basic understanding is needed so you can decide the varying tones of your shading from shadows, midtones and highlights.
As previously discussed, anything that is against the light will be in shadow. The area where the light hit is the highlight and anything in between is the medium tone. Since there are no hard edges in spheres your shading must transition gradually.
Here is a basic shading of a ball that would show three dimensional look instead of a flat circle
Now you know how a flat circle comes to life with shading. Get a ball or any rounded object and place it on top of a table. Get a lamp and place it somewhere near your subject. Position yourself at a distance and observe the ball's highlights, midtones and dark tones. Work your eye on the table top where the ball sits. Identify the reflection and where the shadow falls. Focus on every detail. Shift the location of the lamp and notice that the shadows follow a different direction. Shading a ball does not necessarily follow the same gradual tones as shown in the sample drawing. This should vary depending on the light source.
I would suggest that you draw your circle in freehand rather than using a mechanical device. Don't pressure yourself with a perfect circle. It will get easier as you practice. I will not spoon feed you with the regular step by step hows as I want you to work on your imagination and personal style. Apt yourself with details and try to experiment. Do not make yourself be stuck in one idea but be open to flexibility.
Same principle applies to other spherical objects such as a cylinder, cone and other objects that does not have hard edges. See sample sketches below.
Controlling the pressure of your pencil is an important factor to achieve a smooth shading. Keep your strokes even and regular. You can only achieve this if you hold your pencil at an angle and not directly pointing the tip on the surface of your sketchpad. Also, you need to keep your pencil strokes going in the same direction. For shading the shadows, you may apply pressure but not to the extend that it would leave marks on the paper.
Do not feel frustrated if you do not achieve your desired results. You cannot learn all the techniques over night. Again, practice makes perfect and top it with patience too.
I really want to make my tutorial interactive. Feel free to email me your art work so I can give individual tips depending on your progress.