Shadows/Shading is a depth cue that combines two elements. The first element is shadows which refers to the use of a cast shadow or shadows within an image. The second element is shading which refers to the use of a range of brightness to create plasticity.

Alternate term: Chiaroscuro

An image without shadows or shading.

Shading added.
The result is a sense of volume and form. There is a sense of which parts of the spheres are closer to the viewer and which parts are further from the viewer; the shapes look volumetric - like spheres.

Shadows added.
With the addition of shadows, the spheres are now placed on a surface and it is apparent that the right-most sphere is actually closer to the viewer and floating above the ground plane.

No shadows/shading.
Aubrey Beardsley. The Fourth Tableau of Das Rheingold. 1896.

Shading, but minimal shadows.
Edourard Manet. A Bar at the Folies-Bergeres. 1881-82.

Shadows and shading.
Jan Vermeer. The Milkmaid. c. 1658-60.