Okay, so I found this image on Google and I'm going to use it as an example. Can you see the shadows/highlights of her hair? Can you tell that she has full eyelids because the artist added a little shadow to show the fold? You can also tell there are shadows casting from the eyelids onto the iris as well. Her forehead also looks round because he or she shaded the edges in order for it to look dimensional.
When practicing shadowing, I HIGHLY recommend using draperies. It's great because the object never moves and there are plenty of folds to work on.
I'm telling you all this from the top of my head. I'm sorry if I'm being vague, but I learned this during design high school when I was a freshmen. It's a lot more difficult for me to describe using words without being able to do it myself. I'm a very visual person.