Start simple.

Do a few value scales. How many steps in the scale is really up to you. I've heard 7, 9, and 10 most often. 9 is what I learned starting out, because you build it with halfway steps: If 1 is black and 9 is white, 5 is halfway between them. Halfway between 1 and 5 is 3, halfway between 5 and 9 is seven. Then halfway between each of those is 2, 4, 6, and 8. Like this, if my description doesn't make sense. If you use 10 steps, you can get one of these handy little tools to help out.

Whatever you use, build up to that slowly. Here's an exercise to help with that: Start with a strongly lit reference, whether it's a photo or still life, of simple-shaped objects. Render it first in only two values, black and white; don't blend the two together at all. Even with just these two values you should still be able to see what's going on. Then do the same drawings, but add a middle tone; again, no blending. Then do it again with a mid-dark and mid-light, and still no blending. By now, with just 5 value steps, your drawings will really be starting to look close to the original, even without doing any blending between tones. Check these out; that's a photo of a plaster cast of a skull and the same image with the Photoshop 'posterize' command used to reduce it down to 5 value levels. Spend some time working at this level, just breaking an image down to those 5 values; it's a good exercise to focus your mind and decide just how light or dark a particular shape is.