Basic and fast tutorial to create a shiny sphere. You can then choose what to do with it: a moon, Earth a.s.o.
1. Create a new document. Choose the Elliptical Marquee Tool and make a circle, then fill the selection with the color you want.
2. Then, choose a darker shade and paint the area where light doesn't reach. Be sure to keep your selection.
3. Now choose a lighter shade, and then the highlight.
4. Finally, use the Healing Brush Tool to blend the shades together and make the image look smooth.