I agree with what @Eaux said. Additionally, I found it helpful to practice cell shading so I could focus on the shapes of the shadows and learn to separate dark areas from lights

Hey, @Dennis Yeary, there's a whole course on shading by @Dorian Iten here at Proko. It's literally called The Shading Course – Fundamentals of Realism, Light & Shadow Great stuff in there, I'm sure you'll find it helpful. Best of luck!

I did a lot of value shading with my different pencils. I would use a sheet of paper and write the pencil number at the top and shade from darkest to lightest in a rectangle, then do lightest to darkest on the same sheet.

Steven Zapata lessons are great for this. Take a look here, at Proko's, for the full lessons, but you can find a lot of his job on YouTube. (english is not my first langage.. sorry)

Not sure of exercises, but I can tell you what I do. The area you are trying to shade normally has a shape itself. I usually draw the contour of the shape and then use my pencil to work in the value.

Also this one by Marco Bucci: https://www.youtube.com/watch?v=xcCJ2CU-bFw&t=68s There is also a Schoolism course on Fundamentals of Light with Sam Nielson

I completely understand! I found Proko's video very helpful on this. https://www.youtube.com/watch?v=V3WmrWUEIJo

What helped me a lot is to follow along the movements that the masters do. You could pick one of prokos demonstration and follow him step by step to get the gist on how he does it. After that you could do the same with one of steven baumans portrait live stream wich he postet on youtube. He has a completly different aproach to shading so they might provide additional input. You could also start with subjects wich are not as complex as hands. Spheres for instance.