You can prevent this from happening though. Use higher quality pencils, not just everyday writing or mechanical pencils. No, instead, use pencils that are specially designed for art. You should also gently add more shades using the tip of your pencil. That will generally smooth everything out. Don't press hard and make your pencil marks shiny. The end result would not look well and the paper would be dented. You don't want that to happen.
If you do make a little mistake, there is a chance that you don't have to erase EVERYTHING. You know those little erasers that are gray and can be smushed and such? Yeah, the ones that everyone plays in art class? Just gently dab that over the area with the mistake and you're usually good to go. Just don't press too hard!
Have fun shading in that... Object!