It can be difficult knowing how to create shade and shadow, whether you are looking at a picture as a whole or individual items within the picture. It is always best to start by thinking about where your light source is coming from and then you can get the shadow right on every item. Normally I will assume it is hitting objects straight on as that makes it easier for me. However, if you have a lantern or other light source in your picture you will need to be aware of the impact of that.
In the above picture, the light is coming from the candle and so there is a glow around the lantern with a dark surround to make it stand out more. There is also shine on the lamp itself in the middle of the downward struts to show the reflection of the candlelight.
The above picture has street lamps in it and the background is coloured so that the area around them is much brighter than the rest of the sky. There are also some lighter areas on the trunks of the trees nearby to show the light reflecting on them.
If you are colouring an individual item then you still need to consider the light source. I find it easier to look at each flower, leaf etc individually and not worry too much about what is happening in the rest of the picture unless I have an obvious light source like in the above examples. In the above picture, I just took one item at a time and thought about where there might be a shadow on it from the way it was shaped or things that overlapped it. So the petals are darker near the flower centres as there are leaves above or overlapping them, for example.
For some individual items like the above, I used a photo as a reference. I could see in the photo where the light and shade was and copied that in my picture. So I could see that it caught the light on the top and so left those areas white and that there was shadow around the stem, in the creases and at the bottom and so coloured those areas darker. To get them darker I used darker red shades but also some black. You can watch the video to see how I did it!
Sometimes I just use my imagination and think about the way I want something to look and then use darker or lighter shades to reflect that. With the above flower petals, I left some areas white to show reflected light and then some areas much darker (near the centre) to show shadow. This gives the impression that the leaves are shaped down towards the centre as it looks like there is a shadow there. You can watch the video to see how it is done!
On the above flower, I wanted to give shape to the centre and achieved this by making it look darker around the base and lighter on the top. This gives a spherical look. I did not use black for the edge though but just a darker shade. I coloured a lot of layers where I wanted it to be darker and coloured fewer layers and swapped to a lighter pencil as I went towards the centre so that it gave the impression light was reflecting in the middle. This gives the illusion that the centre part is closer to the light source and helps to make the brain see it as spherical. The video demonstrates how I did it.