If you can draw form, you can draw anything! Here is a brief (1:40) tutorial on how to draw and shade a sphere in 3D. Take note of what the different shadows are called so you can sound like a true art nerd and impress everybody!
Step 1: Draw a (perfect) circle
Step 2: Determine the light source
Step 3: Find the highlight and cast shadow
Step 4: Shade the form shadow
Step 5: Draw the core shadow
Step 6: Add accents
Step 7: Remember reflected light