Pepgirlz, Cindy is right, your work is lovely. I think you are here like all of us, to learn. Shadows can be vexing, and there are multiple ways to make them.
This image for example. First of all, since it is a surreal image, you can make artistic choices, but they should have some logic to them. I agree and disagree with Sam. First of all, I would agree with him, the shadow of the globe could be softer, if indeed it is a globe as it appears more disc-like to me. The light appears very diffuse so the shadow could reflect that. The intent of the artist is also key. It's worth trying to soften the edges and see what you think.
Here is how I would do it. I would use a separate doc to experiment first.
Choose a foreground grey that is dark enough to represent the shadow as it would look close to its object. Observe the shadows in your environment to get ideas of how dark this might be and imagine the light in the image. Create an ellipse selection and use the gradient tool, choose foreground to transparency.
Start from the darkest area and work out. Feather the selection slightly if you want, but don't overdo it as it will feather around your entire shape. You can try either linear or radial gradient, especially given the placement of the shadow, and don't feel you have to stay within the shape itself with beginning and ending points of the gradient tool (apologies if you already know this).
As for the woman, her shadow could be very slight but angled in the same direction as the one you create for the ellipse. There are a number of ways to do this. You can manually paint it yourself. You can select her shape, create a new layer and fill it with black. Then transform it. Flip vertical, move it, transform it, distort, warp, until it looks like a reasonable representation. Make the selection active again and now you can use the gradient tool in the same fashion as for the ellipse. You are going to have a much smaller area to fill, but you will just have to play with it. You can also manually use the paint brush to create the shadow.
A couple tips on this. If you use the paint brush, start with a fairly hard edged brush and make a darker line closest to the body where the light is most obscured. Then use a soft brush to carry the dark to light out to the edges furthest away. If you use the gradient tool, you can always mask and refine the shadow or use the eraser to soften the edges.
Suggestions anyway. The more you try different techniques, or a combination of techniques, the more comfortable you'll become with what is best for you and the outcome. Just keep up the beautiful work. I'm very glad you came out of the lurking universe to share your work!