The gradients look decent so far. The brush sizes looks a bit small though, I'd recommend trying to use larger brushes. Especially with the smooth brush the brush will do most of the work for you when it's large.
I also wanted to comment on your sphere. While the gradient looks nice, it's not how the shadow on a sphere forms. Imagine you are looking at a sphere, you'd always see exactly half of that sphere. It's the same way with light, it will only cover exactly half of the sphere. So without any additional light source you'd have your gradient on one half of the sphere and the other half be completely black. Since objects usually won't be floating in space, there will often times be a source that reflects the light back into the shadows of that object.
I've drawn some examples for you, with the light source coming from the top left and a bit of reflected light coming from directly opposite of the source.
- perfect side view
- more of a three quarter view so that you can see how the shadow flows around the form
- drawn in the ellipse that about splits the sphere in half between light an dark. This will always be an ellipse with the minor axis pointing at the light axis.
As a side note: Technically you'd be able to achieve shadows like you have drawn them with a very large lightsource that's close by. But it's rare and for the sake of learning I think it's better to understand what's usually happening first.