why I cannot define the volume and shape of an object.

This is the most common problem of all painting students, the volume represents the three-dimensionality of objects, this is why they seem real to our eyes, and if we can not  achieve the volume is because our sight is not yet fully trained.
Our training is visual, we spend hours seeing mixtures of colors, observing objects, textures, transparencies, in general we spend a lot of time observing, so that is our first training, we do not look at things simply and now, we must observe the details, we must observe The shadows, the lights and the shines, try to capture the level of contrast that exists in what we see.
To help us to see the tonal value and color, we will use a cube, which we will paint the color we want, preferably with tempera or acrylic, as it will dry quickly and we can paint over with different colors as many times as we need.
Looking at the image in the cube is easier to distinguish the colors that we will use to paint the lemon, the cube has three faces, which resemble the three tonal values we will use, shadow, half tone and Light, the brightness would be accentuated by adding white to the mixture.

Getting the smoothness of the oval surface of the lemon depends on our practice with the handling of our brushes, especially blending.

Paint the cube of the color you want and you will always have 3 different tones that will help you a lot to get the volume, little by little you can add more variations to the mix since not all lemons are only yellow some have greenish areas, at the end with more experience you can apply glazes and achieve a great work of art.

Image from: http://www.learning-to-see.co.uk/