First thing to practice would be form. The eyeball is just that, a ball. That ball sits inside of the eyelids. So the form of the eyelids must follow that sphere and they also have thickness. The green lines show the contour of the skin and how that skin has thickness and lay on top of the eyeball. As far as shading goes, you can practice looking at a ball and shine a light on it. The shading will wrap around the ball. The skin shading should follow that shading getting darker as it wraps away from the light. You can take this as realistic as you want, as I have shown here or you can make it more cartoonish, but the values will follow the same rules. Hope this helps give you some ideas on what you can practice..