Shadows make shapes, edges, depth and drama. I could write several books just on shadows, they are that important.
If you're a photographer, you avoid shady areas because the camera works best when it's given lots lof light.
You are not a camera. You are a sketcher, a smoosher of paint and a scribbler of pencils. Your eyes are way more sophisticated than a photographer's tools, and you can see in the shady bits just fine.
Look for the shadows first when you look for something to draw.
Elsewhere on the internets:
James Gurney's book Color and Light is the best I have ever read in regards to shadows... and light. Since, really, you can't have one without the other. Buy eet! You will love eet! (BTW, if you buy it through that link, Amazon gives me some pennies without adding on any cost to you. But I recommend you buy it even if you don't use that link. Or find it at your library. Or tell your prof to buy it and then borrow it from him and forget to return it. It's that good.)