The difference between painting a circle and a sphere is the use of range of values which creates the illusion of a three-dimensional object on a two-dimensional canvas or sheet of paper. By having a series of values (or tones) from light to dark, what you paint looks like a sphere or ball rather than a flat circle, as the photo above shows.
Getting this illusion of depth when painting has got nothing to do with the color(s) you use, it's all down to getting the light and dark values right. Learning to paint the basic shapes (sphere, cube, cylinder, cone) in a realistic way, with accurate highlights and shadows, is an essential step towards painting any other subject.
Not convinced? Well, think about it: what shape is an apple, or an orange? If you can paint a basic sphere, then you're well set for painting a realistic apple because you already know how to give the shape a feeling of depth, of painting the illusion of three dimensions.
This sphere art worksheet sets out exactly where to put the various values in order to paint a sphere. Print it out for reference, then print the outline sphere art worksheet onto a sheet of watercolor paper and start painting. Take the time to paint the value scale as well as the sphere. It's all part of the process of internalizing values and tones as a painting skill.
I recommend painting the sphere art worksheet at least twice (once to familiarize yourself with what's going on, and the second time without referring to the explanation sheet). Then paint several more in your sketchbook in different colors, as well as with different values for the background and foreground.