This first set of cylinders was shaded by using the
side of a pencil.
As you can see, I applied each level of darkness in layers, the lightest on first, and darkest last.
Be sure that as you layer, you leave a bit of the previous layer peeking out from behind the one you are laying down.
What I mean is, the lightest value will cover the most area, and the darkest will cover the least.
Holding your pencil over-handed helps you to get a different angle than you are used to.
With the side of the pencil's "lead" directly on the paper, you get a much broader stroke, covering more area, and more possibilities.
Play around with this technique - it's really fun!
In this second group of cylinders you see the technique of "
hatching."
They are a series of strokes arranged in a row that give the appearance of that area being darker.
On the first cylinder there is only one set of lines.
I began each line on the dark side and gently pulled the pencil toward the light side.
Lifting the pencil up off the paper near the end of the stroke gave the illusion of softening into the light. (Using a dull pencil helps.)
Notice how the same process is going on inside the cylinder, implying that it is hollow.
The second cylinder has another set of lines overlapping the first set, making the right side of the mug even darker.
And on the third cylinder there is yet
another set of lines completing the balance between light and dark.
A third group of cylinders will be used to show another way to hatch.
Instead of drawing the lines all in the same direction, in "
cross-hatching" each set of lines goes in a slightly different direction.
You can see another example of cross-hatching in my header.
Cross-hatching with 90º angles, or in a confused order, gives a disjointed felling.
THIS IS NOT THE WAY -
PLEASE DO NOT CROSS-HATCH THIS WAY
~~~
THIS IS THE WAY-
With each darker set of lines, the further back they will recede from the light, and the steeper the angle of the lines become.
Remember - consistency is key, so if you use one technique to shade, use the same for the shadow.
Of course while practicing and playing around, mixing them up is fine, but for a final piece you'll want continuity.
I hope this makes sense - if not, just leave a comment and I'll try to answer you questions.
Here's the egg.
Lightly (and roughly) sketch the outline of the egg. Keep in mind the relationship between the height and width of the egg. Don't just draw what your brain tells you is an egg-shape. Keep checking the real egg as reference. Once you have the basic shape down, erase the extra sketchy lines that are not the egg.
Now, as you look at the egg again, notice how the top left side is much darker than the top right side. You can almost see where the egg is divided from light to dark, with medium darks and lights in between. Think of those areas as "chunks" of light and dark. In the drawing above, I "mapped out" where those chunks are. Draw them softly enough to not be noticed later on. 
Fill in those areas carefully, making sure you aren't just "coloring it in." 
It is best to put down the darkest value first to help you keep in perspective the mid-tones. (That would be the "grays" in between black and white.) Also, take notice of the bottom of the egg. Is the bottom left side as dark as the top left? No, actually it is much brighter because the table is reflecting the light right back up at the egg! So watch out for those easily-darkened "chunks." You may have a reflection that could really make your drawing pop off the page!
You may be wondering, "Shouldn't the whole back of the egg be the darkest part?" Well, aside from the reflections, shadows can overlap, making some portions a little darker than others. Also, with the shadows right next to the light on the table there will be more contrast, making the darks appear even darker.
Remember when shading that you don't want your lines to be streaky. An egg is round, so any lines that you would want to been seen should have the illusion of wrapping around the egg. This can be easily accomplished with curved strokes. Soften the shadows and clean up any unruly lines or smudges that would distract from your finished work and--
