Alright. So I said I’d talk a little bit more about shading. I did all the shading from scratch on that pomegranate, so I think that’ll be a good section to illustrate the mechanics of shading.
First off, I used 5 different shades of yellow to make that pomegranate. If that sounds like a lot, it really isn’t. When you think about using a crayon to do shading - that’s an analog system and you have a theoretical limit of an infinite number of colors when you do gradations. So pulling it off in five ... well, that tells you that you don’t really need to work terribly hard to give the impression of 3-dimensionality.
Ehow has a tutorial solely about how to draw a sphere, and it’s where I lifted this photo:

I suggest you go to the link to learn the mechanics of it, but I’d like to point out a few observations here, while you’re looking at the image.
First, the assumption was made that the light source is to the upper left. This is a classical arrangement, but be aware that the light source could come from any or multiple directions, and you’ll have to adjust accordingly. You want your light source to be consistent within a drawing. If you are taking design elements from more than one place rather than developing them de novo, you are going to need to stay conscious of where those elements had their light source(s).
Second, your theory often has no bearing on reality. Please don’t take that the wrong way - I’m sure your brain works just fine most days. But when most people go to draw a sphere, they have this idea in their head that the shadow should be the farthest thing away from the light source, and usually this is not true. So I will talk you through what happens to a packet of photons coming out of that light source toward your object. First, the photons leave that light source tightly bunched and radiate out. So anything that is closer to your light source will be more sharply lit than things that are farther away - because at more distant points the photons have had a chance to disperse and bounce off surfaces. Second, many of the photons that are headed directly for your object are going to bounce off the point of the object closest to the light source and produce a shine. But there are also a bunch of photons that will graze right by your object, and they will hit things behind your object... a wall, another object, or the surface your object is resting on. Those photons might reflect back to you, illuminating those things. Or... (and this is important!)... they might reflect back onto your object, producing a second minor shine on the underside of the object. This is called reflected light, and it’s hugely important in making things look 3-D.
You know all about this reflected light phenomenon, even if you don’t think you do. It’s part of the reason you say things like “I can’t wear yellow, it makes me look ill.” When you wear a shirt of a bright color, all day long lights are bouncing off that shirt and up onto the underside of your chin, projecting the color of your shirt onto your face. Colors you think you “can’t wear” often look fine when worn on the lower half of the body because the light reflection doesn’t get combined with your skintone in such a dramatic way.
FInally, I’ll make the broad statement that good science and good art are both all about the same thing: making good observations. The difference between the two avocations is what you do with that information once you get it. Using a drawing like the one above to learn how to render a sphere in 3-D is okay, but it is not real life. It has the advantage of exaggeration, but it has the disadvantage of lack of nuance, and potentially lack of accuracy. You are using art to generate more art. It’s fine if you want to do that, but if your goal is realistic rendering, you need to get some experience drawing from life as well.
And that is what we’re talking about here - drawing. It so happens you will ultimately be rendering in thread, but, it is still drawing. And in fact, I did do a rendering in colored pencil before I went to thread, because I am more comfortable working in paper-based media, and I knew I would get a pencil drawing more accurate (and more rapidly) than I would going straight to thread:

After I shaded in that line drawing of the pomegranate I went ahead and rendered it in thread, using the line drawing as a guideline. Notice the use of reflected light, and notice that I also generated a hint of texture (vertical striations) by having my highlights extend a bit into the darker areas in the form of scattered long stitches.
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