“How can I learn to shade objects in my drawings?”
Shading objects in a drawing has everything to do with lighting. Light is what shows form. First of all, it’s important that the objects that you’re drawing are properly lit to emphasize the form of the objects. The best way to get started is to set up a still life with simple forms, (fruit works pretty well) and then direct a single light source onto it.
Once you have a good still life set up with light, take some time to visually analyze the different kind of shadows you see before you even begin drawing. There are essentially two kinds of shadows that you should be looking for: Form shadows and cast shadows. Once you understand how these two different kinds of shadows work, shading the object will make a lot more sense.
Form shadows basically show form on an object. They tend to have soft edges and are smooth and subtle. You will find form shadows on the objects themselves. Within a form shadow, you’ll find what I like to call the “shadow core”, which is the darkest area of the shadow. On the edge of the object you’ll find “reflected light”, which is where the light bounces off the surface the object is sitting onto the object itself. Reflected light tends to be very, very subtle and is often times tough to see. If you know to look for it, you’ll be able to find it.
Cast shadows are everything that a form shadow is not. They are very harsh and graphic, with sharp edges. Cast shadows are very flat and do not show form at all. To get a cast shadow, you need the object that is creating the cast shadow, and then the surface on which the shadow is cast upon. This oil painting, “El Jaleo” by John Singer Sargent (see below) shows a very strong cast shadow on the wall in the background, that is being created by theatrical lighting being cast from below on the female flamenco dancer in the foreground. Notice the way that cast shadow cuts through the wall with it’s highly defined, graphic shape.
“El Jaleo” by John Singer Sargent
The key to creating convincing shading on objects is to keep the lighting very consistent among the objects in your still life. I see drawings all the time where the light seems to be coming from all different directions and therefore becomes very confusing. Notice in this Caravaggio painting below that the light on each object consistently comes from the left hand side of the painting, creating cast shadows on the right side of every object. This article I wrote talks in greater depth about the importance of lighting in paintings.
Detail from Caravaggio’s “Supper at Emmaus”
This charcoal drawing tutorial I did on the Art Prof Youtube channel shows the entire process of creating a portrait drawing in charcoal from direct observation. (see below) Lighting, shadow, and shading techniques are all covered in the tutorial. I wrote this article which provides detailed explanations of the numerous tools needed to make charcoal drawings.
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Clara Lieu 
Hello, I can easily shade simple objects like a circle and many more. My problem is shading more complicated things, like the face for example or the clothing.
I think it will come only from practice, the best way to practice it, is from pretending the face is made of multiple simpler forms, ex: cheeks sphere-like, nose cylindrical with sphere like ending, forehead more like a box, and then as you get used to that, make forms more dynamic and smoother? That is just an idea.