Hey Mouse,
To get you an idea of how to shade with pencil, it is good to tilt it to diagonal position (so you use flat part of a grafite) and gently move up and down. It can't be done with sharp pen . Make a subtle layer of shade and the smudge it with your finger, it will make the lines dissapear.

I upload 2 of my old old drawings with pencil. They are not so great (and quality also bad, page behind bleeds through paper) but you will get the idea how shade looks with pencil.

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Hope this will help in some way.