One of the most common mistakes beginners make is to outline their subjects which results in a flat one-dimensional drawing. To create drawings that are three dimensional, it is best to avoid drawing with lines completely. Try drawing shapes rather than lines. The easiest way to accomplish this is to think of your subject as a series of lights and darks. Squinting your eyes and peering at the subject, whether it be a photo or a live object, will separate the lights and darks for you more easily.
It is always best to draw from life when learning to draw depth so set up a simple subject to practice from. To create more interest, side light the object to create stronger shadows. Sketch a contour drawing lightly using and H or F pencil using short broken lines. Block in the different areas of light and dark using HB for the middle values and 2B for the darker values. Try using different strokes with your pencil rather than using straight lines. Try circular motions, cross-hatching or side-by-side lines either short or long. The more variations the better as different variations of lines create interest in your drawing and work better for different areas. Work in thin layers building up the tone as you go to create an even layer of tonal values.
You can blend as you go using a tissue, cloth or cotton or you can leave unblended for more texture. Avoid using your fingers as oil from your fingers can leave stains on your work. If you have over blended and you have lost your dark values, just add more dark layers and do not blend as much as the illusion of depth results from the contrast of light and dark. Use a kneaded eraser or a regular eraser to pull out highlights.
The strongest areas of contrast will draw the viewers eye and adds interest to the overall drawing. The lightest area will draw the viewers eye the strongest, especially when surrounded by the darkest darks. Always keep this in mind when drawing so as not to accidentally pull the viewers eye away from your focal point. Practice these simple steps and you will see more depth in your drawings.