It depends on the drawing and what your intensions are for it. If you want your drawing to look "realistic", then shading is usually necessary to give the objects a three dimensional look. However, line drawings without any shading can be very effective in expressing ideas too. There are no hard and fast rules on wether a drawing needs shading; it is really up to the artist. Remember, drawings can be considered as fine art pieces in their own right, or as preliminary sketches for another artwork like a painting, and shading may or may not be needed. (Of course, if this is for an assignment from your teacher, and shading is one of the requirements of the lesson, then you need to put shading in as part of your learning.)
I would suggest that you look at a lot of Western (i.e. European/American) drawings, from the 1500's to the current time period. You might ask your current art teacher for suggestions of artists to look at. I would also suggest you visit a library and ask the librarian to help you find some art books that would have drawings in them. An excellent book is The Art of Drawing by Bernard Chaet. It probably is out of print, but there are other books of this type. Look for museum catalogs of drawing exhibitions. The Fogg Museum of Harvard University has an extensive drawing (works on paper) collection, and the Museum of Modern has had many drawing exhibitions over the years. You could also go online and search for "Old Master Drawings" "Modern Master Drawings" or just "drawings with shading" and so on.
When I taught drawing in middle school, we would look at all types of drawings from different time periods, and I would emphasize that drawing is a lot like handwriting, everyone has their own personal style. Some of my students would want to get really "realistic", while others were happy with a more linear approach. Of course I encouraged and required them all to try their hand at shading in some assignments to give them the experience. My hope was that as my students got older and went on in art, they would eventually find their own style.
I hope this helps.