Drawing shadows on the wall is not a really difficult task. However, some tips might be useful in order to use the right effect to make your shadows look realistic.
Let's go through all four examples available on the picture below. On the first image, you can see that the shadow is very dark and sharp.
This would indicate that the light used in this case would be a unique spotlight with almost no other sources of light. The character could be in a room with a lamp, for example. The second image also indicates that only one light is pointed towards the character.
But since the shadow is really light, this is suggesting that in the room, for example, instead of having only one lamp as a source of light, there is also a couple of windows open that are letting the sun entering.
The third image is similar to the second image. But instead of portraying the fact that another source of light is available by making the shadow lighter, it is demonstrated by making this shadow a little more blurred.
Finally, the fourth image is simple representing a girl facing two different light source. The shadow on the left is the result of a strong direct light while the one on the right is probably cause by a soft and less intense light source.