If you attached the drywall panels securely and finished the taped joints so that they are smooth when a straight edge is placed over them, the shadowing is likely caused by surface difference between the drywall and the joint compound over the taped joints. Finely sanded joints can reflect light differently from the drywall.
Standard paint, even flat wall paint, is absorbed at different rates by the drywall and the joint compound surfaces and, thus, the surfaces look different. It is virtually impossible to sand the joint compound to a texture identical to the drywall surface.
Your best solution at this point, and for your other walls that you have not yet finished, is to apply special drywall primers and sealers. The primer will give a uniform texture and the sealer will give uniform porosity to the drywall and the joints. There are also combination primer/sealer paints for one application.
These primers/sealers can be used over the already painted wall without problems. When you apply your final finished paint coat again, it will be absorbed evenly and should eliminate much of the illusive shadowing. Most of the major paint manufacturers, such as Benjamin Moore, Sherwin Williams, Porter, and Glidden, offer these special drywall finishing paints.
As you have found, anyone can nail drywall up to the studs, but it is a real art to finish it properly. The first step in finishing the drywall is the taping of the joints. If you use too little joint compound under the tape, it may bubble up later. If you use too much compound, you will have bulges and uneven spots.
Do not rush the joint finishing phase or, even with the proper primers and sealers, the joints will stick out like a sore thumb. Be prepared, as nonprofessionals, to apply several coats of compound to get a smooth joint.
I usually apply three coats with sanding between each coat. You may need as many as four or five. Do not try to apply it too evenly because I can guarantee that you will have it too thin. It is better to err on the thicker side and do a little extra sanding. The compound is soft and sands easily.
Always clean off the sides of the joint compound bucket when you finish a coat. This eliminates the possibility of any small dry particles falling into the compound bucket. There is nothing more frustrating than when a tiny dry chunk keeps leaving a line when you are applying your final coat.
If you are planning to hang wallpaper on any of the walls, it is still a good idea to finish them as evenly as if they were just being painted. Use the same type of primer and sealer on the finished walls. These will be good walls on which to practice your finishing technique.
After you pick out your wallpaper, buy semigloss acrylic enamel paint that matches the background color of your wallpaper. If you do not hang the wallpaper perfectly, or it shrinks and leaves a small gap, it will not be as apparent. The less porous semigloss paint will also make it much easier to remove the wallpaper years from now.
