I opened this up in Photoshop and gave the tail some shading to show how I might shade it if uh... the light source was from the top right...!
I made the shading curve in a bit closer to the top of the tail, generally keeping the start of the shading close to the middle of the tail, attempting to make it look a bit like it's uh... 'popping out of the back' or some description like that instead of just falling flat down...! Yes. o_O
You could try adding a few wrinkles like the skin is maybe bunched up where the tail meets the body, which sort of emphasises the 'this is a round object connecting to the body here' effect. You could choose to do this with lines, but I did it with shading there. I hope that helps!
Dang Firequill, you just took my quick scribble and made it beautiful! (at least the tail area!)
Yes, that helps lots, thank you!