Text Shadowing
You need to start this tutorial with basic text like the one below:
Now once you have your text, go to Effects > 3d effects > Drop Shadow
Theres different ways you can add a shadow. First I'll try a gray colored shadow that is slightly blurry.
To change the shadow color, click the little gray box and it will let you select a color of your choice.
Now press CTRL Z to undo the shadow. Go back to the drop shadow window and this time try another shadow effect:
Now the shadow is much closer, I also made the grey darker. This makes the text look more defined and less plain. Try different methods and different numbers for the shadows.