Drawing The Sphere
Start by drawing a circle using a radial gradiant. Make the inside color white, and the outside a dark hue. Also, make certain there is NO stroke color. The Color Mixer should look like this:
The drawing should be about this size:
Select the Gradient Transform Tool (it is to the right of the Free Transform tool) and drag the center of the fill toward the top left. The object should now look like a 3D sphere, with a light source shining down from the top left.