First attempt at trying realism, I will try to do normal eyes tomorrow but I need more practice on them. I will keep working on it btw.
What should I add to it?

Made With Gimp



V.2 - He is now a Mystical Caveman :P

Get some more shading. Thats all. Well.. And get some more depth into the beard also.

Make the skin look like skin and not just a flat background.

Okay, i'll post an update tomorrow.
Oh and what tools do you recommend for shading?

I recommend Photoshop or GIMP. Or, actually, its your choice, really.

I use gimp I forgot to add that but I was wondering if the paints tool or the Airbrush tool is best?

/bump Added V2!

Your update; "He is now a Mystical Caveman" made me lol.
That said, I am liking how this is coming along.
Some skin-folds and stuff would certainly make him look older,
the cheek bones look a little weird though
Also perhaps try to accentuate the glowy-eyes? His ears currently make me think of Tony Abbott though, so maybe work on those proportions?

It really seems like your monitor is super dark and you compensated with making the image super bright.
As everyone said, add some texture to the skin, it looks flat.

you need alot of help!
the skin looks cartoon it needs alot of shading use air brush with dark skin color and bright one to shade it and remember to put every shade on its place plus dont forget to work on the hair more it looks like you used pain to do it