Now, if you are shading an object, even if your shading is more even and the pencil marks less obvious, this effect is still there - just more subtly. You can use it, to create a suggestion of an edge or a change of plane. But it will also suggest a change of plane even if you don't intend it to: you don't want to randomly change direction in the middle of an area. The eye will read it as 'meaning' something. Control the direction of your shading.
Try shading an object in various ways: using no visible direction (circular shading), one continuous direction, few big changes, and many subtle changes.