Welcome to UE4!
As with any specialization and software, there will be a learning curve that varies for every individual. Lighting is a pretty advanced topic, usually requiring lot’s of experience and skill to get right.
For your little test scene, it’s important to note that dynamic lights (moveable) will yield instantly great shadows, since they aren’t dependent on lightmaps. For static lighting, you’ll be limited by a couple of things:
- the quality of the UV unwrap of your static mesh’s lightmap UVs
- the resolution of the lightmap texture density
By default, the latter can be of pretty low density, resulting in blurry, low resolution shadows, etc. You can try increasing the resolution of your mesh’s lightmaps, which will give you better quality. There’s a lot more that goes into it (a LOT more), but those quick tips should help for now.
If you’re interested in lighting and getting much more proficient at it, consider checking out our free lighting curriculum on GSO: https://beta.gameschoolonline.com/
Good luck and welcome again to Unreal!