To make your painting look "real" you have to create the illusion that the edges of objects turn back into space.
Think of a landscape with "blue" mountains in the distance. The further away from the eye an object is, the cooler (bluer) it gets.
It doesn't matter if the object is close and small and not very deep - the principal is the same.
The edges (above) are not turned. I saved them for last so I could show this mini-demo. I usually turn an edge as I paint.
Edges must be "cooled" in order to turn. It is usually so subtle that it isn't easily seen but your brain will suddenly recognize the realistic look of a three-dimensional form.
But if you don't turn those edges, the object will look like a cutout pasted onto a flat surface...and it won't look like a believable realistic form.
The edge of the sleeve in the photo on the right is not turned yet.
The left side shows a turned edge. Because it is so darn difficult to photograph and see on this blog, I had to enhance the process with Photoshop.
You can use several methods to turn an edge.
Add a thin cool blue glaze...enough to fool the eye but not enough to add color. I've seen Velazquez do this.
When the paint is still wet on the object you're painting, add a dab of ivory black (or blue) to cool the object's edge and it will magically turn back into space.
The edges of all the objects (clothing, folds, hands, legs, hair, etc.) in this painting have been turned.
It is tough to see here but the effect is almost magical when you're standing in front of the painting.
I really think that the Old Masters are ultimately the BEST teachers of realistic painting. When you know what to look for, you will be able to see it.
MY BEST ADVICE: Take a trip through any good museum and observe how many different ways the Old Masters used to turn those edges.