To begin with, you would be better off using a real skull as reference, such as this one:
(big image)
In regards to the shading, attempt to imagine the shape of the skull in 3D ;this should be easier with reference as opposed to without, too.
A way you could go about imagining this rather complex shape is by subdividing it into simpler shapes; such as a sphere for the braincase, two planes for the nasal bone, a cut in half cone for the sunken area of the zygomatic, etc. (picture 3).
This way you could approximate as to where shadows are cast and where light is shone, and also at that, to what extent.
However, keep in mind that these are merely simplifications to help you imagine the way it looks like better geometrically to a basic level, and do only so much in terms of imitating the actual shapes they represent; so don't solely rely on it.
For instance, the braincase isn't exactly a sphere, or even oval for that matter. This is particularly evident when you look at the area behind the frontal zygomatic process (the column shaped bone to the side of the eye socket), where you notice a depression.
In terms of colour, the problem is that the second lightest colour is too light in comparison to the rest of the palette, I'd suggest to tone it down a notch (picture 1 & 2). Also, it wouldn't hurt to add a couple more colours to the mix.
As a side note. It'd be better if you used a more neutral colour for your background, and not something so extreme as pitch black. The rule I go by is if I'm planning to draw a bright object, the background colour will fluctuate to dark (so dark grey for example), whereas if I want to draw a dark object, the background colour will shift more towards light (light grey for example).
