Because someone told you to.
Correct?
Because that's supposed to remind you which direction the light is coming from and somehow if you just remember that key fact, your coloring will be full of depth and dimension.
And yet you still have shading problems, right?
Yep. Drawing an arrow in the top right hand corner of your paper doesn't solve much if you don't understand what it means. And frankly, I'll bet the person who told you to draw that arrow doesn't really understand what it means.
Look, I don't know who started this idiotic idea of arrows and directional light charts. I've seen 'em all. Clear acetate versions, penetrating line versions, even one that involved the earth with a little pink equator going around it.
If those things actually worked, I could have saved myself four years of art school tuition and fees.
Sunlight charts and arrows are snake oil. They don't teach you diddly-squat about how to shade objects for depth and realism.
Yep, it's no wonder that you're confused about shade and shadow. You basically bought the Brooklyn Bridge. Instead of teaching you how to shade, all that tutorial gave you was a headache.