To make a realistic drawing or painting, you have to use the right lighting. Unless you are using several lamps, light basically comes from one direction. I'll put in another plug for the book Drawing Realistic Textures in Pencil. Hillberry has a very nice section on light.
First thing, you have to be consistent. If it helps, mark on your sketch or references exactly where the light is coming from. In this turtle drawing, the light is coming from just left of straight up.
Next, look at what would be hit by the light strongest - where is the light pointing to directly? These will be the lightest value areas. Also, what is being blocked from the light? These will be your darkest values.
Color affects the value even in black and white. The shadow side of a bright yellow banana, for example, might still be a lighter value than the light side of a dark avocado. In the turtle, the dark shell in full sun is darker than the shadow of her jaw. Texture does this as well. All other things being equal, a shiny surface looks brighter than a rough surface, especially in the highlighted areas. This is because the rough surface diffracts (scatters) the light more, while the shiny surface reflects more.
You have to pay attention to reflected light. This occurs when light reflects from one surface onto another. An area that you might think would be a very dark value might be lighter if there is another surface nearby. Shadows also may be lighter than you think. Because of reflected light, shadows are darkest near the object, then get lighter farther away (but not too light). Take a look at the shadows of the turtle on the sand, especially near the head. You can also see the reflection of the light parts in the wet sand beneath her. This is an example of reflected light.
The best way to learn how to draw light and shadow is to observe it. Look at real objects, look at photos. Try to judge what values are darker than others. Notice what happens under different lighting: direct light, diffuse light, complete shadow, or multiple light sources.